"Computing equal risk contribution portfolios."

Helmut Mausser, Oleksandr Romanko (2014)

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DOI: 10.1147/JRD.2014.2325291

access: closed

type: Journal Article

metadata version: 2020-03-13

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Helmut Mausser, Oleksandr Romanko:
Computing equal risk contribution portfolios. IBM J. Res. Dev. 58(4) (2014)

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