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Hierarchical Risk Parity for Portfolio Allocation in the Latin American NUAM Market
Gonzalo Ramirez-Carrillo, David Ortiz-Mora, Alex Aguilar-Larrotta
https://arxiv.org/abs/2509.03712

Hierarchical Risk Parity for Portfolio Allocation in the Latin American NUAM Market
This study applies the Hierarchical Risk Parity (HRP) portfolio allocation methodology to the NUAM market, a regional holding that integrates the markets of Chile, Colombia and Peru. As one of the first empirical analyses of HRP in this newly formed Latin American context, the paper addresses a gap in the literature on portfolio construction under cross-border, emerging market conditions. HRP leverages hierarchical clustering and recursive bisection to allocate risk in a manner that is both int…

Representing Authoritarianism in Modern Latin American Politics and Literature
https://ift.tt/gtTl4U5
updated: Wednesday, June 18, 2025 - 5:55amfull name / name of organization: Joseph Mulligan, Weber…
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