Least-squares approach to risk parity in portfolio...

Quantitative Finance 2015 / 06

Least-squares approach to risk parity in portfolio selection

Bai, Xi, Scheinberg, Katya, Tutuncu, Reha
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2015.1031815
Date:
June, 2015
File:
PDF, 1.76 MB
english, 2015
Conversion to is in progress
Conversion to is failed