Equal risk bounding is better than risk parity for portfolio selection (Q1675564)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equal risk bounding is better than risk parity for portfolio selection |
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Equal risk bounding is better than risk parity for portfolio selection (English)
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2 November 2017
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portfolio optimization
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risk diversification
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risk parity
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non-convex quadratically constrained optimization
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nonlinear 0-1 optimization
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