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Managing Risk Exposures Using the Risk Budgeting Approach

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2021Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks81 cited
2014Diversifying risk parity62 cited
2020Risk parity with expectiles57 cited
2023End-to-end risk budgeting portfolio optimization with neural networks40 cited
2015SCRIP: Successive Convex Optimization Methods for Risk Parity Portfolio Design38 cited
2013Risk Parity and Beyond - From Asset Allocation to Risk Allocation Decisions37 cited