Least-squares approach to risk parity in portfolio selection (Q5001135): Difference between revisions
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Latest revision as of 05:18, 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)
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16 July 2021
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asset allocation
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portfolio selection
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risk parity
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alternating direction method
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alternating linearization method
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