How to Construct a Lower Risk FOF Based on Correlation Network? The Method of Principal Component Risk Parity Asset Allocation

BAI Wei, ZHANG Junting, LIU Haifei, LIU Kai

系统科学与复杂性(英文) ›› 2024, Vol. 37 ›› Issue (3) : 1052-1079.

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中国科学院数学与系统科学研究院期刊网
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系统科学与复杂性(英文) ›› 2024, Vol. 37 ›› Issue (3) : 1052-1079. DOI: 10.1007/s11424-023-2296-4

How to Construct a Lower Risk FOF Based on Correlation Network? The Method of Principal Component Risk Parity Asset Allocation

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How to Construct a Lower Risk FOF Based on Correlation Network? The Method of Principal Component Risk Parity Asset Allocation

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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2024, 37(3): 1052-1079 https://doi.org/10.1007/s11424-023-2296-4
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2024, 37(3): 1052-1079 https://doi.org/10.1007/s11424-023-2296-4
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