Regime-Aware Risk Parity : Conditioning the Covariance Matrix on Macroeconomic and Stock Market Regimes

de Longis, Alessio and Happersberger, David and Hixon, Scott and Lian, Han and Nolte, Ingmar (2026) Regime-Aware Risk Parity : Conditioning the Covariance Matrix on Macroeconomic and Stock Market Regimes. Journal of Portfolio Management. ISSN 0095-4918 (In Press)

Full text not available from this repository.

Item Type:

Journal Article

Journal or Publication Title:

Journal of Portfolio Management

Uncontrolled Keywords:

Research Output Funding/no_not_funded

Subjects:

?? no - not fundedfinancebusiness, management and accounting(all)economics and econometricsaccounting ??

Departments:

Lancaster University Management School > Accounting & Finance

ID Code:

234603

Deposited By:

ep_importer_pure

Deposited On:

05 Jan 2026 13:25

Refereed?:

Yes

Published?:

In Press

Last Modified:

06 Jan 2026 03:10

URI:

https://eprints.lancs.ac.uk/id/eprint/234603