Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints
Crossref DOI link: https://doi.org/10.1007/s10479-015-2044-9
Published Online: 2015-10-29
Published Print: 2018-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ji, Ran
Lejeune, Miguel A.
Text and Data Mining valid from 2015-10-29