3 citations · 3 across the 3 of their papers we have counts for
1 paper · 1 filter
Revant Nayar, Dnyanesh Kulkarni, El Mehdi Ainasse
We develop \emph{Topological Risk Parity} (TRP), a tree-based portfolio construction approach intended for long/short, market neutral, factor-aware portfolios. The method is motiva…