Risk budgeting portfolios from simulations
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Publication:6096628
DOI10.1016/j.ejor.2023.06.003arXiv2302.01196MaRDI QIDQ6096628
Silvana M. Pesenti, Bernardo Freitas Paulo da Costa, Rodrigo S. Targino
Publication date: 15 September 2023
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2302.01196
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