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Hsu, Jason C.
Račev, Svetlozar T.
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Discussion paper
The journal of investing
The Frank J. Fabozzi series
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Handbook of heavy tailed distributions in finance
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The journal of portfolio management : a publication of Institutional Investor
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Optimizing optimization : the next generation of optimization applications and theory
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Mean-ETL optimization of a global portfolio
Shao, Barret Pengyuan
;
Račev, Svetlozar T.
- In:
The journal of investing
22
(
2013
)
4
,
pp. 115-119
Persistent link: https://www.econbiz.de/10010357086
Saved in:
2
Mean-ETL portfolio selection under maximum weigth and turnover constraints based on fundamental security factors
Tsuchida, Naoshi
;
Zhou, Xiaoping
;
Račev, Svetlozar T.
- In:
The journal of investing
21
(
2012
)
1
,
pp. 14-24
Persistent link: https://www.econbiz.de/10009671684
Saved in:
3
Efficient algorithms for computing risk parity portfolio weights
Chaves, Denis
;
Hsu, Jason C.
;
Li, Feifei
;
Shakernia, Omid
- In:
The journal of investing
21
(
2012
)
3
,
pp. 150-163
Persistent link: https://www.econbiz.de/10009672525
Saved in:
4
The risk in risk parity : a factor-based analysis of asset-based risk parity
Bhansali, Vineer
;
Davis, Joshua M.
;
Rennison, Graham
; …
- In:
The journal of investing
21
(
2012
)
3
,
pp. 102-110
Persistent link: https://www.econbiz.de/10009672546
Saved in:
5
Risk parity portfolio vs. other asset allocation heuristic portfolios
Chaves, Denis
;
Hsu, Jason C.
;
Li, Feifei
;
Shakernia, Omid
- In:
The journal of investing
20
(
2011
)
1
,
pp. 108-118
Persistent link: https://www.econbiz.de/10009312572
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