Asset Allocation - Hierarchical Risk Parity
This example presents the full workflow to perform hierarchical risk parity asset allocation proposed by Lopez de Prado Marcos.
You are now following this Submission
- You will see updates in your followed content feed
- You may receive emails, depending on your communication preferences
Cite As
MathWorks Computational Finance Team (2026). Asset Allocation - Hierarchical Risk Parity (https://au.mathworks.com/matlabcentral/fileexchange/70186-asset-allocation-hierarchical-risk-parity), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0 (218 KB)
MATLAB Release Compatibility
- Compatible with R2018b and later releases
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0 |
