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RISKPARITY

于 2020-09-21 发布 文件大小:284KB
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下载积分: 1 下载次数: 38

代码说明:

  风险平价模型 大类配置的工具,主要以股票、债券、现金、商品为基础资产(risk parity method)

文件列表:

riskparity.xlsx,15587,2016-12-11
RiskParity1.xlsx,132155,2016-12-09
RiskParity2.xlsx,151875,2016-12-09
riskparitymain.m,1997,2016-12-12
riskparity_function.m,213,2016-12-12

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