Testing risk parity portfolio performance with hedge funds
Risk parity portfolios are becoming more and more popular among investors due to its slogan of being a safe shield during the bad times, especially after the global financial crisis in 2008. As Qian (2006) stated, risk parity idea enables investors to quantify the loss contribution and ensures equal...
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| Format: | Dissertation |
| Language: | English |
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University of Oulu
2016
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| Online Access: | http://urn.fi/URN:NBN:fi:oulu-201604141478 http://nbn-resolving.de/urn:nbn:fi:oulu-201604141478 |