Almost Exact Risk Budgeting With Return Forecasts For Portfolio Allocation
Published in Operations Research Letters, 2023
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Recommended citation: Bhardwaj, Avinash, Manjesh K. Hanawal, and Purushottam Parthasarathy. "Almost exact risk budgeting with return forecasts for portfolio allocation." Operations Research Letters 51, no. 2 (2023): 171-175.
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