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

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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
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An: 192041989
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PubType: Academic Journal
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  Data: Dynamic Risk Parity Portfolio Optimization: A Comparative Study with Markowitz and Static Risk Parity.
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Risk+%26+Financial+Management%22">Journal of Risk & Financial Management</searchLink>. Feb2026, Vol. 19 Issue 2, p135. 17p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=192041989
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.3390/jrfm19020135
    Languages:
      – Code: eng
        Text: English
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        PageCount: 17
        StartPage: 135
    Titles:
      – TitleFull: Dynamic Risk Parity Portfolio Optimization: A Comparative Study with Markowitz and Static Risk Parity.
        Type: main
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            NameFull: Wattanasin, Peerapat
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            NameFull: Chomtohsuwan, Thoedsak
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            NameFull: Kraiwanit, Tanpat
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              Text: Feb2026
              Type: published
              Y: 2026
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              Value: 19
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              Value: 2
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            – TitleFull: Journal of Risk & Financial Management
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