3 citations · 3 across the 4 of their papers we have counts for
1 paper · 1 filter
Avinash Bhardwaj, Manjesh K Hanawal, Purushottam Parthasarathy
In this paper, we revisit the portfolio allocation problem with designated risk-budget [Qian, 2005]. We generalize the problem of arbitrary risk budgets with unequal correlations t…