"Risk parity with expectiles."

Fabio Bellini et al. (2021)

> Home

Details and statistics

DOI: 10.1016/J.EJOR.2020.10.009

access: closed

type: Journal Article

metadata version: 2023-09-30

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/eor/BelliniCCT21
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/eor/BelliniCCT21
Fabio Bellini, Francesco Cesarone, Christian Colombo, Fabio Tardella:
Risk parity with expectiles. Eur. J. Oper. Res. 291(3): 1149-1163 (2021)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.