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Multifactor Portfolio Construction by Factor Risk Parity Strategies: An Empirical Comparison of Global Stock Markets

Crossref DOI link: https://doi.org/10.1007/s10690-019-09274-4

Published Online: 2019-04-02

Published Print: 2019-12

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Shimizu, Hidehiko

Shiohama, Takayuki https://orcid.org/0000-0003-4808-6854
Funding

Funding for this research was provided by:

Japan Society for the Promotion of Science (18K017061)
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Text and Data Mining valid from 2019-04-02

Version of Record valid from 2019-04-02
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Article History

First Online: 2 April 2019