Subject:
Overcoming Markowitz’s instability with hierarchical risk parity
CUTTING EDGE ALERT
TOP STORY
Overcoming Markowitz’s instability with hierarchical risk parity
Portfolio optimisation via HRP provides stable and robust weight estimates
24 Jan 2025
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Technical paper
Our take
UBS’s Iabichino holds a mirror to bank funding risks
Framing funding management as an optimal control problem affords an alternative to proxy hedging
22 Jan 2025
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Opinion
Cutting Edge
Funding arbitrages and optimal funding policy
Stochastic control can be used to manage a bank’s net asset income
14 Jan 2025
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Technical paper
Views
Podcast: Alexei Kondratyev on quantum computing
Imperial College London professor updates expectations for future tech
23 Dec 2024
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Opinion
Quantitative finance
Quant Finance Master’s Guide 2025
Risk.net’s guide to the world’s leading quant master’s programmes, with the top 25 schools ranked
23 Dec 2024
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Analysis
Cutting Edge
Quantum two-sample test for investment strategies
Quantum algorithms display high discriminatory power in the classification of probability distributions
16 Dec 2024
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Technical paper
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