Items where Author is "de Longis, Alessio"
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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, 52 (5). pp. 51-76. ISSN 0095-4918