Hierarchical Risk Parity and Minimum Variance Portfolio Design on NIFTY 50 Stocks

6 February 2022

Papers citing "Hierarchical Risk Parity and Minimum Variance Portfolio Design on NIFTY 50 Stocks"

4 / 4 papers shown

Title
Exploring Sectoral Profitability in the Indian Stock Market Using Deep Learning Jaydip Sen Hetvi Waghela Sneha Rakshit 89 0 0 28 May 2024
Performance Evaluation of Equal-Weight Portfolio and Optimum Risk Portfolio on Indian Stocks A. Sen Jaydip Sen 47 0 0 24 Sep 2023
Portfolio Optimization: A Comparative Study Jaydip Sen S. Dasgupta 41 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 46 2 0 27 May 2023