Cardinality-constrained risk parity portfolios (Q2140363)
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scientific article; zbMATH DE number 7530112
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Cardinality-constrained risk parity portfolios |
scientific article; zbMATH DE number 7530112 |
Statements
Cardinality-constrained risk parity portfolios (English)
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20 May 2022
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integer programming
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conic optimization
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portfolio optimization
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risk parity
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cardinality constraints
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0.81145179271698
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0.7964828014373779
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0.792577862739563
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0.7857303619384766
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0.7831015586853027
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