Nabil Alkafri

WHU - Otto Beisheim School of Management

Burgplatz 2

Vallendar, 56179

Germany

  • WHU - Otto Beisheim School of Management

SCHOLARLY PAPERS

3

DOWNLOADS

248

TOTAL CITATIONS

0

Scholarly Papers (3)

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1.

Shrinkage Estimation in Risk Parity Portfolios

Number of pages: 26 Posted: 18 Nov 2021 Last Revised: 16 Feb 2022
Nabil Alkafri and Christoph Frey
WHU - Otto Beisheim School of Management and Joh. Berenberg, Gossler & Co. KG
Downloads 194 (326,107)

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Estimation risk, regularization, asset allocation, portfolio optimization, variance-covariance shrinkage

2.

Diversification Benefits for Risk Parity

Number of pages: 34 Posted: 08 Jul 2019 Last Revised: 16 Apr 2023
Nabil Alkafri and Josephine Molleyres
WHU - Otto Beisheim School of Management and Swiss National Bank (SNB)
Downloads 54 (781,552)

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Asset Allocation Models, Diversification, Out-of-Sample Portfolio Optimization, Performance Evaluation, Risk Parity

3.

The Value-Drivers of Risk Parity and its Component Portfolios

Posted: 23 Sep 2019
Nabil Alkafri and Sebastian Seidens
WHU - Otto Beisheim School of Management and WHU - Otto Beisheim School of Management

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Portfolio Optimization, Risk Parity