Risk Parity, Maximum Diversification,
and Minimum Variance: An Analytic Perspective
Roger Clarke, Harindra de Silva and Steven Thorley
The Journal of Portfolio Management Spring 2013, 39 (3) 39-53; DOI: https://doi.org/10.3905/jpm.2013.39.3.039
Roger Clarke
is chairman of Analytic Investors, LLC, in Los Angeles, CA.
Harindra de Silva
is president of Analytic Investors, LLC, in Los Angeles, CA.
Steven Thorley
is the H. Taylor Peery Professor of Finance at Brigham Young University in Provo, UT.
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Risk Parity, Maximum Diversification,
and Minimum Variance: An Analytic Perspective
and Minimum Variance: An Analytic Perspective
Roger Clarke, Harindra de Silva, Steven Thorley
The Journal of Portfolio Management Apr 2013, 39 (3) 39-53; DOI: 10.3905/jpm.2013.39.3.039
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