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

Yidong Chen et al. (2023)

> Home

Details and statistics

DOI: 10.1016/J.PARCO.2023.102999

access: open

type: Journal Article

metadata version: 2025-09-14

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/pc/ChenLHL23
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/pc/ChenLHL23
Yidong Chen, Chen Li, Yonghong Hu, Zhonghua Lu:
A parallel non-convex approximation framework for risk parity portfolio design. Parallel Comput. 116: 102999 (2023)

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.