Risk Parity Portfolios : Efficient Portfolios Through True Diversification

By Edward Qian. 2008

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The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Sang Il Lee
2. Seong Joon Yoo
3. Omer Berat Sezer
4. A. Ozbayoglu
5. M. Ugur Gudelek
6. Sima Siami‐Namini

Citations in the corpus

• Threshold-based portfolio: the role of the threshold and its applications (2017, methodology): “Examples include the three-factor asset pricing model [18], the Black–Litterman model [19], the resampled efficient frontier model [20], the global minimum variance model [21], the maximum diversification portfolio [22], and the risk-parity portfolio [23,24].”
• Asset Allocation with Conditional Value-at-Risk Budgets (2013, unknown): “Previous research by Maillard et al (2010), Qian (2005) and Zhu et al (2010), however, has focused on using risk budgets as a constraint in the portfolio allocation, or imposing diversification through weight constraints.”