A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks

3 October 2022

Papers citing "A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks"

4 / 4 papers shown

Title
Performance Evaluation of Equal-Weight Portfolio and Optimum Risk Portfolio on Indian Stocks A. Sen Jaydip Sen 19 0 0 24 Sep 2023
Portfolio Optimization: A Comparative Study Jaydip Sen S. Dasgupta 13 2 0 11 Jul 2023
A Comparative Analysis of Portfolio Optimization Using Mean-Variance, Hierarchical Risk Parity, and Reinforcement Learning Approaches on the Indian Stock Market Jaydip Sen Aditya Jaiswal Anshuman Pathak Atish Kumar Majee Kushagra Kumar Manas Kumar Sarkar Soubhik Maji 14 2 0 27 May 2023
Stock Portfolio Optimization Using a Deep Learning LSTM Model Jaydip Sen Abhishek Dutta Sidra Mehtab AI4TS AIFin 24 29 0 08 Nov 2021