External Links

Cite Key

Statistics

  • References: 0
  • Cited by: 0
  • Reviews: 0
  • Bibliographies: 0

PDF

Researchr

Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.

Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.

How to Construct a Lower Risk FOF Based on Correlation Network? The Method of Principal Component Risk Parity Asset Allocation

Wei Bai, Junting Zhang, Haifei Liu, Kai Liu. How to Construct a Lower Risk FOF Based on Correlation Network? The Method of Principal Component Risk Parity Asset Allocation. J. Systems Science & Complexity, 37(3):1052-1079, June 2024. [doi]

Abstract

Abstract is missing.

runs on