SCRIP: Successive Convex Optimization Methods for Risk Parity Portfolio Design (Q125525)

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SCRIP: Successive Convex Optimization Methods for Risk Parity Portfolio Design
scientific article

    Statements

    volume
    63
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    issue
    19
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    page(s)
    5285-5300
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    publication date
    October 2015
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    author
    Yiyong Feng
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    Daniel P. Palomar
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