"How to Construct a Lower Risk FOF Based on Correlation Network? The Method ..."

Wei Bai et al. (2024)

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DOI: 10.1007/S11424-023-2296-4

access: closed

type: Journal Article

metadata version: 2024-10-06

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Wei Bai, Junting Zhang, Haifei Liu, Kai Liu:
How to Construct a Lower Risk FOF Based on Correlation Network? The Method of Principal Component Risk Parity Asset Allocation. J. Syst. Sci. Complex. 37(3): 1052-1079 (2024)

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