Subject
Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering
Reference43 articles.
1. Algorithms for portfolio management based on the Newton method;Agarwal,2006
2. On-line portfolio selection strategy with prediction in the presence of transaction costs;Albeverio;Mathematical Methods of Operations Research,2012
3. Will my risk parity strategy outperform?;Anderson;Financial Analysts Journal,2012
4. Cardinality-constrained risk parity portfolios;Anis;European Journal of Operational Research,2022
5. Least-squares approach to risk parity in portfolio;Bai;Quantitative Finance,2016
Cited by
7 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献