Does the number of holdings in a risk parity portfolio matter?
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DOI: 10.1057/s41260-019-00110-y
Abstract: This empirical study is an endeavor to assess the impact of the number of securities in a risk parity portfolio on its performance. The study focuses on performance analysis of fifty, seventy-five and hundred stocks… read more here.
Keywords: risk parity; number; parity portfolio; portfolio ... See more keywords