Least-Squares Approach to Risk Parity in Portfolio Selection

Author(s):  
Xi Bai ◽  
Katya Scheinberg ◽  
Reha Tutuncu
2015 ◽  
Vol 16 (3) ◽  
pp. 357-376 ◽  
Author(s):  
Xi Bai ◽  
Katya Scheinberg ◽  
Reha Tutuncu

Sign in / Sign up

Export Citation Format

Share Document