Factor investing using risk parity optimization
Investor’s dilemma is: “How to earn the highest possible return with the lowest possible risk.” Yet, if we understood better what is driving the returns and risks, our portfolios could become better performing and diversified. We would also potentially encounter less unpleasant surprises during econ...
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| Format: | Dissertation |
| Language: | English |
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University of Oulu
2018
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| Online Access: | http://urn.fi/URN:NBN:fi:oulu-201811283113 http://nbn-resolving.de/urn:nbn:fi:oulu-201811283113 |