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The risk parity optimization problem aims to find such portfolios for which the contributions of risk from all assets are equally weighted. Portfolios constructed using risk parity approach are a compromise between two well-known diversification techniques: minimum variance optimization approach...
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This paper first introduces an original trajectory model using B-splines and a new semi-infinite programming formulation of the separation constraint involved in air traffic conflict problems. A new continuous optimization formulation of the tactical conflict-resolution problem is then proposed....
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