2 citations · 2 across the 2 of their papers we have counts for
2 papers
q-fin.PM2023★ 2 cited
Online Universal Dirichlet Factor Portfolios
Purushottam Parthasarathy, Avinash Bhardwaj, Manjesh K. Hanawal
We revisit the online portfolio allocation problem and propose universal portfolios that use factor weighing to produce portfolios that out-perform uniform dirichlet allocation sch…
cs.CE2022
Almost Exact Risk Budgeting with Return Forecasts for Portfolio Allocation
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…