Risk parity portfolio optimization under heavy‐tailed returns and dynamic correlations

Fuente: Wiley Open Access

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Bibliographic Details
Main Authors:	Marc S. Paolella, Paweł Polak, Patrick S. Walker
Format:	Artículo Open Access
Published:	Wiley 2024
Subjects:	Journal of Time Series Analysis
Online Access:	Acceder al recurso
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