Nabil Alkafri

WHU - Otto Beisheim School of Management

Burgplatz 2

Vallendar, 56179

Germany

SCHOLARLY PAPERS

2

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100

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

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 100 (362,709)

Abstract:

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

2.

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

Abstract:

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Portfolio Optimization, Risk Parity