Almost Exact Risk Budgeting with Return Forecasts for Portfolio Allocation.
Avinash BhardwajManjesh K. HanawalPurushottam ParthasarathyPublished in: CoRR (2022)
Keyphrases
- investment strategies
- sharpe ratio
- portfolio management
- trading strategies
- portfolio optimization
- financial markets
- stock market
- stock price
- stock exchange
- portfolio theory
- decision making
- investment decisions
- portfolio selection
- brute force
- short term
- allocation problems
- efficient frontier
- resource allocation
- risk management
- transaction costs
- resource allocation problems
- minimum risk
- market data
- exact answers
- long term
- historical data
- risk assessment
- asset allocation
- risk analysis