Peter Warken
Peter is as a portfolio manager in Deutsche AM’s Multi Asset & Solutions Group. He manages bespoke portfolio solutions for institutional clients and is in particular responsible for strategic asset allocation.
Peter holds a BSc in Mathematics and a MSc in Financial Mathematics from the Technical University of Kaiserslautern.
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Articles by Peter Warken
A risk-based approach to construct multi asset portfolio solutions
In this paper, the authors introduce an approach to cluster asset classes by correlation distance and then outline how these results can be used to design portfolios that are optimal in a group risk parity (GRP) framework.