Eventos
Seminario Online Víctor DeMiguel
[:es]Título: Optimal Portfolio Diversification via Independent ComponentAnalysis
Ponente: Víctor DeMiguel (London Business School)
Organizador: Juan Fco Monge
Fecha: Lunes 4 de mayo a las 11:00 horas.
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Resumen: A popular approach to enhance portfolio diversification is to use the factor-risk-parity portfolio, which is the portfolio whose return variance is spread equally among the principal components (PCs) of […]