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Risk and Portfolio OptimizationFinancial Markets and Investment StrategiesStock Market Forecasting Methods

A two-step risk parity strategy using markov chain driven asset ranking

Vrinda Dhingra, Amita Sharma, S. K. Gupta

2026.3.19OR SPECTRUM

DOI: 10.1007/s00291-025-00843-w

Abstract

Abstract is not available.

Citation format

DHINGRA, Vrinda; SHARMA, Amita; GUPTA, S. K. A two-step risk parity strategy using markov chain driven asset ranking. OR SPECTRUM, 2026.