Least-Squares Approach to Risk Parity in Portfolio...

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Least-Squares Approach to Risk Parity in Portfolio Selection

Bai, Xi, Scheinberg, Katya, Tutuncu, Reha
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Year:
2013
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2343406
File:
PDF, 1.45 MB
english, 2013
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