دورية أكاديمية
SCRIP: Successive Convex Optimization Methods for Risk Parity Portfolio Design
العنوان: | SCRIP: Successive Convex Optimization Methods for Risk Parity Portfolio Design |
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المؤلفون: | Feng, Y., Palomar, D. P. |
المصدر: | IEEE Transactions on Signal Processing IEEE Trans. Signal Process. Signal Processing, IEEE Transactions on. 63(19):5285-5300 Oct, 2015 |
قاعدة البيانات: | IEEE Xplore Digital Library |
تدمد: | 1053587X 19410476 |
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DOI: | 10.1109/TSP.2015.2452219 |