View in EDS HTML Full Text PDF Full Text

Dynamic Risk Parity Portfolio Optimization: A Comparative Study with Markowitz and Static Risk Parity.

Saved in:
Bibliographic Details
Title: Dynamic Risk Parity Portfolio Optimization: A Comparative Study with Markowitz and Static Risk Parity.
Authors: Wattanasin, Peerapat1 (AUTHOR), Chomtohsuwan, Thoedsak1,2 (AUTHOR) thoedsak.c@rsu.ac.th, Kraiwanit, Tanpat1,2 (AUTHOR) tanpat@ptu.ac.th
Source: Journal of Risk & Financial Management. Feb2026, Vol. 19 Issue 2, p135. 17p.
Database: Business Source Ultimate
Full text is not displayed to guests.
Description
ISSN:19118066
DOI:10.3390/jrfm19020135