"Equal Risk Bounding is better than Risk Parity for portfolio selection."

Francesco Cesarone, Fabio Tardella (2017)

> Home

Details and statistics

DOI: 10.1007/S10898-016-0477-6

access: closed

type: Journal Article

metadata version: 2020-09-11

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/jgo/CesaroneT17
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jgo/CesaroneT17
Francesco Cesarone, Fabio Tardella:
Equal Risk Bounding is better than Risk Parity for portfolio selection. J. Glob. Optim. 68(2): 439-461 (2017)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.