Least-squares approach to risk parity in portfolio selection (Q5001135): Difference between revisions

@@ Property / MaRDI profile type @@
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+https://doi.org/10.1080/14697688.2015.1031815
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+W3123484795
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@@ Property / cites work @@
+Efficient Cardinality/Mean-Variance Portfolios
@@ Property / cites work: Efficient Cardinality/Mean-Variance Portfolios / rank @@
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+Fast alternating linearization methods for minimizing the sum of two convex functions
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@@ Property / cites work @@
+Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis
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@@ links / mardi / name / links / mardi / name @@
+Publication:5001135