Risk-Based Portfolio Allocation Strategies with a Focus on Sustainable Stocks in Sweden
This paper aims at analyzing the performance of six portfolio weight allocation strategies. The traditional Market Capitalization (CW), the Equal Weight (EW) and the Inverse Volatility Weighting (IVW) are heuristic based techniques and the Minimum Variance (MV), Maximum Diversification (MD) and Risk Efficient Weighting (REW) are risk-based. They are applied to a sample of Swedish stocks for an eva