---
title: Risk Budget Portfolios With Convex Non-negative Matrix Factorization
url: https://www.ml-quant.com/papers/ssrn/4474100/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4474100
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4474100
featured: 2023-06-14
citations: 1
topic: Portfolio & Allocation
---


# Risk Budget Portfolios With Convex Non-negative Matrix Factorization

Proposing a portfolio allocation method based on risk factor budgeting using convex Nonnegative Matrix Factorization.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4474100
- Identifier: SSRN 4474100
- Released: 2023-06-09
- First featured: Quant Letter No. 4 (2023-06-14): https://www.ml-quant.com/issues/2023-06-14/
- Citations (Semantic Scholar): 1
- Published in: not yet
- Topic: Portfolio & Allocation

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