Timeline for How to construct a Risk-Parity portfolio?
Current License: CC BY-SA 3.0
15 events
| when toggle format | what | by | license | comment | |
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| May 14, 2019 at 11:25 | answer | added | Ishan Shah | timeline score: 2 | |
| Nov 24, 2018 at 20:07 | answer | added | Zé Vinícius | timeline score: 4 | |
| Jan 30, 2018 at 4:49 | history | edited | SRKX | CC BY-SA 3.0 |
rephrased question, enhanced formatting, retagged
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| Aug 7, 2016 at 13:31 | vote | accept | Karamos | ||
| Jul 21, 2014 at 12:02 | answer | added | vanguard2k | timeline score: 7 | |
| S Mar 28, 2012 at 19:59 | history | suggested | Bob Jansen♦ | CC BY-SA 3.0 |
Improved the question and added some mathematical notation.
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| Mar 28, 2012 at 19:57 | review | Suggested edits | |||
| S Mar 28, 2012 at 19:59 | |||||
| Mar 26, 2012 at 5:39 | history | tweeted | twitter.com/#!/StackQuant/status/184152646796582912 | ||
| Mar 23, 2012 at 9:23 | history | edited | SRKX |
edited tags
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| Mar 23, 2012 at 8:05 | comment | added | Bob Jansen♦ | It certainly is an interesting topic but the question, as it is now, does not seem to be written by a professional quant. I would edit the question if I had the time. | |
| Mar 23, 2012 at 7:10 | comment | added | SRKX | @Bootvis: I don't think it's OT. But the formatting could certainly be improved. But the subject is non-trivial. | |
| Mar 23, 2012 at 7:10 | answer | added | SRKX | timeline score: 20 | |
| Mar 22, 2012 at 22:24 | comment | added | bill_080 | You can offset some of the "diversification" (it's diversification only if the numbers hold during high stress periods) by raising the leverage on the low volatility assets. | |
| Mar 22, 2012 at 21:35 | comment | added | Bob Jansen♦ | Can you show us what you tried and define some variables and equations? In its current form the question is off topic IMHO, see the FAQ. | |
| Mar 22, 2012 at 21:00 | history | asked | Karamos | CC BY-SA 3.0 |