Mahmoud Ahmadinejad à New Delhi : Le rapprochement indo-américain à l'épreuve du test iranien
Market integration : a risk budgeting guide for pure alpha investors
A long-short beta neutral portfolio strategy is constructed based on earnings yields
forecasts and a shrunk covariance matrix. Positions are modified with an innovative technique
of time-varying risk budgeting based on an integration measure. We consider a set of 14