Research on asset allocation strategies based on robust risk parity model

Finance research letters 2026

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Authors: Yifan Li, Zhenjun Ye
DOI: 10.1016/j.frl.2026.109586
Cited by: 0
References: 12

Fields of Study & Subjects

Risk and Portfolio Optimization Financial Risk and Volatility Modeling Financial Markets and Investment Strategies

Publication details

Journal / source
Finance research letters
Volume
92
Pages
109586–109586
Publication date
27 January 2026
Language
EN