Pierre de Souza

Getulio Vargas Foundation (FGV), Sao Paulo School of Business Administration, Students

PhD Student

Sao Paulo

Brazil

  • Getulio Vargas Foundation (FGV), Sao Paulo School of Business Administration, Students

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Risk Parity in the Brazilian Market

Economics Bulletin, Volume 37, Issue 3, pages 1555-1566
Number of pages: 13 Posted: 19 Jul 2017
Pierre de Souza, Tiago Filomena, João Caldeira, Denis Borenstein and Marcelo Righi
Getulio Vargas Foundation (FGV), Sao Paulo School of Business Administration, Students, Universidade Federal do Rio Grande do Sul (UFRGS), Universidade Federal de Santa Catarina & CNPq, Federal University of Rio Grande do Sul (UFRGS/PPGA), Management School and Universidade Federal do Rio Grande do Sul (UFRGS)
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Abstract:

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risk parity, brazilian market, covariance matrix