no code implementations • 28 Nov 2022 • Halil İbrahim Bayrak, Çağıl Koçyiğit, Daniel Kuhn, Mustafa Çelebi Pınar
However, this result relies on the unrealistic assumptions that the agents' types follow known independent probability distributions.
no code implementations • 23 Oct 2021 • Çağın Ararat, Francesco Cesarone, Mustafa Çelebi Pınar, Jacopo Maria Ricci
In this paper, we investigate the features and the performance of the Risk Parity (RP) portfolios using the Mean Absolute Deviation (MAD) as a risk measure.
