"Cardinality-constrained risk parity portfolios."

Hassan T. Anis, Roy H. Kwon (2022)

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DOI: 10.1016/J.EJOR.2021.12.045

access: closed

type: Journal Article

metadata version: 2023-08-28

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Hassan T. Anis, Roy H. Kwon:
Cardinality-constrained risk parity portfolios. Eur. J. Oper. Res. 302(1): 392-402 (2022)

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