Risk Parity Portfolios TM : The Next Generation

2011

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].”