A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks.
Jaydip SenAbhishek DuttaPublished in: CoRR (2022)
Keyphrases
- portfolio management
- market data
- portfolio optimization
- stock index
- investment strategies
- investment decisions
- sharpe ratio
- portfolio selection
- decision making
- financial data
- stock market
- stock price
- portfolio theory
- optimal portfolio
- risk management
- efficient frontier
- var model
- transaction costs
- factor analysis
- financial markets
- data mining