A parallel non-convex approximation framework for risk parity portfolio design.

Yidong Chen Chen Li Yonghong Hu Zhonghua Lu

Published in: Parallel Comput. (2023)

Keyphrases

conceptual framework
software architecture
design patterns
decision making
case study
special case
conceptual model
design principles
genetic algorithm
evolutionary algorithm
probabilistic model
main contribution
convex hull
risk management
engineering design