Equal Risk Bounding is better than Risk Parity for portfolio selection
Crossref DOI link: https://doi.org/10.1007/s10898-016-0477-6
Published Online: 2016-10-24
Published Print: 2017-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Cesarone, Francesco https://orcid.org/0000-0003-2326-4204
Tardella, Fabio https://orcid.org/0000-0002-0689-2981
License valid from 2016-10-24