Least-squares approach to risk parity in portfolio selection

Document Details

Document Type
Pub Defense Publication
Publication Date
Jun 02, 2015
Source ID
10.1080/14697688.2015.1031815

Entities

People

  • Katya Scheinberg
  • Reha Tutuncu
  • Xi Bai

Organizations

  • Air Force Office of Scientific Research
  • Defense Advanced Research Projects Agency
  • National Science Foundation