量化前沿速递：FOF及资配[20240717]

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机器翻译，仅供参考！可使用微信自带翻译功能自行翻译 更多文献获取请关注公众号：量化前沿速递 获取 文献链接/翻译/pdf 请加入知识星球“ 量化前沿速递 ” 文献汇总 [1] The Blockchain Risk Parity Line 区块链风险平价线 来源:ARXIV_20240716 [1] The Blockchain Risk Parity Line 标题:区块链风险平价线 作者:Ravi Kashyap 来源:ARXIV_20240716 Abstract : We engineer blockchain based risk managed portfolios by creating three funds with distinct risk and return profiles  1) Alpha   high risk portfolio  2) Beta   mimics the wider market  and 3) Gamma   represents the risk free rate adjusted to beat inflation. Each of the sub funds (Alpha, Beta and Gamma) provides risk parity......(摘要翻译及全文见知识星球) Keywords : ………………………………