The Risk Parity Portfolio and the Low-Risk Asset Anomaly
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References listed on IDEAS
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More about this item
Keywords
risk allocation; low-risk asset anomaly; CAPM; market portfolio;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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