Funding for this research was provided by:
Research Grants Council, University Grants Committee
This article is maintained by: Elsevier
Article Title: General sparse risk parity portfolio design via successive convex optimization
Journal Title: Signal Processing
CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.sigpro.2019.107433
Content Type: article
Copyright: © 2019 Elsevier B.V. All rights reserved.