Gabor Orszag

Deka Investment GmbH

Portfolio Manager

Mainzer Landstraße 16

Frankfurt am Main, 60325

Germany

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Diversifying Risk Parity

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Citation 13

Diversifying Risk Parity

Journal of Risk, Vol. 16, No. 5, 2014, pp. 53-79
Number of pages: 29 Posted: 19 Dec 2011 Last Revised: 23 Jul 2014
Harald Lohre, Heiko Opfer and Gabor Orszag
Robeco Quantitative Investments, Deka Investment GmbH and Deka Investment GmbH
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Risk-based Asset Allocation, Risk Parity, Diversification, Entropy

Diversifying Risk Parity

Journal of Risk, Vol. 16, No. 5, 2014
Number of pages: 28 Posted: 08 Jun 2016
Harald Lohre, Heiko Opfer and Gabor Orszag
Robeco Quantitative Investments, Deka Investment GmbH and Deka Investment GmbH
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Citation 8
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Diversifying, risk parity