"Portfolio optimization with asset selection and risk parity control."

Yiyong Feng, Daniel Pérez Palomar (2016)

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DOI: 10.1109/ICASSP.2016.7472946

access: closed

type: Conference or Workshop Paper

metadata version: 2023-09-30

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Yiyong Feng, Daniel Pérez Palomar:
Portfolio optimization with asset selection and risk parity control. ICASSP 2016: 6585-6589

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