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

Published Online: 2023-12-29

Published Print: 2024-06

Authors

Bai, Wei

Zhang, Junting

Liu, Haifei

Liu, Kai
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Text and Data Mining valid from 2023-12-29

Version of Record valid from 2023-12-29
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Article History

Received: 11 July 2022

Revised: 24 September 2022

First Online: 29 December 2023

Conflict of Interest

: The authors declare no conflict of interest.

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