"Almost exact risk budgeting with return forecasts for portfolio allocation."

Avinash Bhardwaj, Manjesh K. Hanawal, Purushottam Parthasarathy (2023)

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DOI: 10.1016/J.ORL.2023.02.002

access: closed

type: Journal Article

metadata version: 2023-03-11

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Avinash Bhardwaj, Manjesh K. Hanawal, Purushottam Parthasarathy:
Almost exact risk budgeting with return forecasts for portfolio allocation. Oper. Res. Lett. 51(2): 171-175 (2023)

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