Steffen Möllenhoff

BUW - Schumpeter School of Business and Economics

Researcher

Germany

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Scholarly Papers (1)

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Factor Risk Parity with Portfolio Weight Constraints

Number of pages: 61 Posted: 08 Jun 2015 Last Revised: 08 Jan 2016
Marco Erling and Steffen Möllenhoff
BUW - Schumpeter School of Business and Economics and BUW - Schumpeter School of Business and Economics
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Abstract:

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risk parity, factor risk parity, diversification, portfolio optimization, strategic asset allocation