Optimal Portfolio Selection During the Health Crisis of Covid-19: Examining Risk-Based Allocation Methods
Zied BOUAZIZ & Ibtissem SAID · Asian Journal of Economics, Business and Accounting · 2025
The minimum variance portfolio weights, the ERC (Equally-weighted Risk Contribution) portfolio, the MDP (Most Diversified Portfolio), the IVP (Inverse Volatility Portfolio), and the MDECP (Maximum Decorrelation Portfolio) are all direct functions of the estimated covariance matri...
Open access
Research Article
10.9734/ajeba/2025/v25i31719