"A parallel non-convex approximation framework for risk parity portfolio ..."

Yidong Chen et al. (2023)

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DOI: 10.1016/J.PARCO.2023.102999

access: open

type: Journal Article

metadata version: 2024-05-28

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Yidong Chen, Chen Li, Yonghong Hu, Zhonghua Lu:
A parallel non-convex approximation framework for risk parity portfolio design. Parallel Comput. 116: 102999 (2023)

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