Angelo J. D. Soto

affiliation not provided to SSRN

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Saving Markowitz: A Risk Parity Approach Based on the Cauchy Interlacing Theorem

Number of pages: 25 Posted: 19 Aug 2020
University of São Paulo, Constancia Invest, University of São Paulo (USP) - Department of Economics, affiliation not provided to SSRN, Rio de Janeiro State University - Department of Physics and Astronomy and affiliation not provided to SSRN
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Abstract:

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Markowitz, Cauchy Interlacing Theorem, NRP, CIRP