Least-squares approach to risk parity in portfolio selection

By Xiaodi Bai, Katya Scheinberg, Reha Tutuncu. 2016

92 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/d188d68601b2c04f367a73829336ad43106f6701