Text based hierarchical risk parity (TBHRP)

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	Financial Markets and Portfolio Management
DOIs	https://doi.org/10.1007/s11408-025-00491-8
State	Accepted/In press - 2025

ASJC Scopus Subject Areas

TY - JOUR

T1 - Text based hierarchical risk parity (TBHRP)

AU - Rayfield, Blake

N1 - Publisher Copyright: © The Author(s) under exclusive licence to Swiss Society for Financial Market Research 2025.

PY - 2025

Y1 - 2025

UR - https://www.scopus.com/pages/publications/105026255242

UR - https://www.scopus.com/pages/publications/105026255242#tab=citedBy

U2 - 10.1007/s11408-025-00491-8

DO - 10.1007/s11408-025-00491-8

M3 - Article

AN - SCOPUS:105026255242

SN - 1934-4554

JO - Financial Markets and Portfolio Management

JF - Financial Markets and Portfolio Management

ER -