Results for factor-based models

Publications & Outputs

1. Diversified Risk Parity Strategies for Equity Portfolio Selection

   Lohre, H., Neugebauer, U. & Zimmer, C., 31/08/2012, In: Journal of Investing. 21, 3, p. 111-128 18 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review