Risk Budget Portfolios With Convex Non-negative Matrix Factorization
Proposing a portfolio allocation method based on risk factor budgeting using convex Nonnegative Matrix Factorization.
Featured in No. 4 on 14 Jun 2023 · 5 days after release · 1 citation today
- Released
- 9 Jun 2023
- First featured
- No. 4 · 14 Jun 2023
- Citations (Semantic Scholar)
- 1
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 229
- Identifier
- SSRN 4474100
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).