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SCRIP: Successive Convex Optimization Methods for Risk Parity Portfolio Design - MaRDI portal

SCRIP: Successive Convex Optimization Methods for Risk Parity Portfolio Design

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Publication:125525

DOI10.1109/TSP.2015.2452219MaRDI QIDQ125525

Yiyong Feng, Daniel P. Palomar

Publication date: October 2015

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)





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