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

doi:10.1007/s11424-023-2296-4

J Syst Sci Complex

2023

DOI: 10.1007/s11424-023-2296-4

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

Wei Bai,

Junting Zhang,

Haifei Liu

et al.

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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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References 49 publications

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