Although portfolio management didn't change much during the 40 years after the seminal
works of Markowitz and Sharpe, the development of risk budgeting techniques marked an …

In this paper we investigate and evaluate factor investing in the US and Europe for equities
and bonds. We show that factor‐based portfolios generally produce comparable or better …

The authors propose in this article a downside risk-parity strategy for optimal asset
allocation. In contrast to the classical risk-parity strategy, this new strategy requires that each …

This study examines the efficacy of Christian-based socially responsible mutual funds by
comparing their returns with those of the S&P 500 Index as well as other types of socially …

Risk parity portfolios are traditionally constructed by choosing historical volatility as the risk
measure. In an asset allocation context, this results in a substantial overweighting of bonds …

The crisis of 2008 diverted research energy towards exploring alternative asset allocation
methods with the main focus on risk diversification of portfolio due to failure of traditional …

We engineer blockchain based risk managed portfolios by creating three funds with distinct
risk and return profiles: 1) Alpha-high risk portfolio; 2) Beta-mimics the wider market; and 3) …

Objetivo: Comparação do desempenho de carteiras montadas de acordo com os métodos
Paridade de Risco (PR), Mínima Variância (MV) e Equal Weighting (EW) no mercado …

Este artigo se propõe a iniciar estudos no que toca à abordagem de otimização de portfólios
de investimento conhecida como paridade de risco no contexto brasileiro. Neste trabalho …

The research investigates the nuanced dynamics of Risk Parity portfolios, focusing on the
critical factors of leverage, rebalancing frequency, lookback periods, and their interplay with …