1

Buy-and-hold versus constantly rebalanced portfolios: A theoretical comparison

Year:
2015
Language:
english
File:
PDF, 157 KB
english, 2015
2

An Algorithm for Computing Risk Parity Weights

Year:
2013
Language:
english
File:
PDF, 275 KB
english, 2013
3

An Algorithm for Computing Risk Parity Weights

Year:
2013
File:
PDF, 275 KB
2013
6

The probability law of the Brownian motion normalized by its range

Year:
2013
Language:
english
File:
PDF, 226 KB
english, 2013