Sparse Risk Parity Enhanced Index Tracking Portfolio
It tackles a sparse risk parity portfolio problem for index tracking while managing asset risks, with successful results on the SP 500.
Featured in No. 124 on 28 Dec 2025 · · 0 citations today
- Released
- 9 Oct 2023
- First featured
- No. 124 · 28 Dec 2025
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 169
- Identifier
- SSRN 4470609
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