1. Algorithms for portfolio management based on the newton method;Agarwal,2006
2. Efficient market hypothesis and forecasting;Timmermann;Int. J. Forecast.,2004
3. Risk parity portfolios with risk factors;Roncalli;Quant. Finance,2016
4. The properties of equally weighted risk contribution portfolios;Maillard;J. Portf. Manag. Summer,2010
5. B. Li, S.C.H. Hoi, On-line portfolio selection with moving average reversion, in: 29th International Conference on Machine Learning, 2012, pp. 273–280.