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q-fin.PM2026
Some general results on risk budgeting portfolios
Claudia Fassino, Pierpaolo Uberti
Given a reference risk measure, the risk budgeting is the portfolio where each asset contributes a predetermined amount to the total risk. We propose a novel approach, alternative…
q-fin.PM2025
Local and Global Balance in Financial Correlation Networks: an Application to Investment Decisions
Paolo Bartesaghi, Rosanna Grassi, Pierpaolo Uberti
The global balance is a well-known indicator of the behavior of a signed network. Recent literature has introduced the concept of local balance as a measure of the contribution of…