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Risk parity as an asset allocation technique: evidence from South African capital markets
This paper investigates the asset allocation technique known as Risk Parity, whereby assets are allocated such that they contribute equal amounts of risk to the overall risk of the portfolio. It is a relatively new technique and one which has grown in popularity and stature amongst Hedge Fund and as...
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| Format: | Thesis |
| Language: | English |
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Department of Finance and Tax
2016
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