LUP Statistics

Record

Title

Comparing Risk Parity Portfolios Does a Tail-Risk Parity strategy provide better downside protection than the Risk Parity strategy during economic crisis?

Type

Student Paper

Publ. year

2021

Author/s

Johansson, Jesper; Omer, Mirza

Department/s

Department of Economics

In LUP since

2021-08-17

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1147	488	24

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