Chapter 1 - Thierry Roncalli's Home Page
Chapter 1 - Thierry Roncalli's Home Page
Chapter 1 - Thierry Roncalli's Home Page
SHOW LESS
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
Figure 1.11, <strong>Page</strong> 35Figure: Cumulative weight W m of the IGARCH modelIntroduction to Risk Parity and Budgeting Modern Portfolio Theory 18 / 40