Regulation

Next-generation ESG derivatives

Amid increasing concern for the future of the planet, the demand for environmental, social and governance (ESG) factors has grown significantly. As such, global investors are looking for tools to support the development of sustainable portfolios. ESG…

Uncertain risk parity

This paper treats covariance as uncertain in order to find a risk parity weighting that does not count on perfectly optimized hedges and is robust to changes in regime.

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