U.S. stocks

Investigate whether the strategy would have performed similarly well when applied to allocating funds across different U.S. stocks only. Find risk parity portfolio weights.

Finance Question In Lecture 4, we saw that the risk parity strategy would have performed very favorably in allocating funds across major asset classes, including bonds, stocks and commodities over the 1983-2014 sample. In this assignment, you will investigate whether the strategy would have performed similarly well when applied to allocating funds across different U.S. […]

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