Alpha-factor integrated risk parity portfolio strategy in global equity fund of funds
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DOI: 10.1016/j.irfa.2023.102654
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- Miralles-Quirós, José Luis & Miralles-Quirós, María Mar, 2024. "Factor models and investment strategies in the renewable energy sector," Energy Economics, Elsevier, vol. 132(C).
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Keywords
Fund of funds (FoFs); Risk parity; Risk budgeting; PCA; Factor model; Basin-hopping;All these keywords.
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