Least-squares approach to risk parity in portfolio selection (Q5001135): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/14697688.2015.1031815 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3123484795 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Efficient Cardinality/Mean-Variance Portfolios / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Fast alternating linearization methods for minimizing the sum of two convex functions / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis / rank | |||
Normal rank | |||
Latest revision as of 06:18, 26 July 2024
scientific article; zbMATH DE number 7372405
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least-squares approach to risk parity in portfolio selection |
scientific article; zbMATH DE number 7372405 |
Statements
Least-squares approach to risk parity in portfolio selection (English)
0 references
16 July 2021
0 references
asset allocation
0 references
portfolio selection
0 references
risk parity
0 references
alternating direction method
0 references
alternating linearization method
0 references
