Low risk investing and risk parity
This thesis finds evidence of the outperformance of the risk parity (RP) strategies in comparison to the traditional equal-weighted portfolios. The empirical study focuses on backtesting the portfolio strategies by using two datasets, a long sample and a broad sample. The long sample data consists o...
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| Format: | Dissertation |
| Language: | English |
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University of Oulu
2017
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| Online Access: | http://urn.fi/URN:NBN:fi:oulu-201701121066 http://nbn-resolving.de/urn:nbn:fi:oulu-201701121066 |