Factor investing with risk parity portfolios
This thesis investigates factor investing and risk parity methods by constructing seven risk parity portfolios. We find that both single-factor portfolios and multi-factor risk parity portfolios outperform the market and our benchmarks. The methods produce higher absolute returns and better risk-adj...
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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-201709062850 http://nbn-resolving.de/urn:nbn:fi:oulu-201709062850 |