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Analysis of Risk Parity Approach for Sovereign Fixed-Income Portfolios in Eurozone Countries

In: Contemporary Issues in Bank Financial Management

Author

Listed:
  • Noel Cassar
  • Simon Grima

Abstract

Keywords: Risk-adjusted returns, risk parity, portfolio management, risk-free rate, Eurozone sovereign debt, European financial crisis

Suggested Citation

  • Noel Cassar & Simon Grima, 2016. "Analysis of Risk Parity Approach for Sovereign Fixed-Income Portfolios in Eurozone Countries," Contemporary Studies in Economic and Financial Analysis, in: Contemporary Issues in Bank Financial Management, volume 97, pages 157-198, Emerald Group Publishing Limited.
    • Handle: RePEc:eme:csefzz:s1569-375920160000097011
    DOI: 10.1108/S1569-375920160000097011
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