MAD risk parity portfolios.

Çagin Ararat Francesco Cesarone Mustafa Çelebi Pinar Jacopo M. Ricci

Published in: Ann. Oper. Res. (2024)

Keyphrases

portfolio optimization
portfolio selection
investment decisions
error correction
risk assessment
portfolio management
risk management
decision making
risk measures
database
case study
multi agent
user interface
risk analysis
risk averse
minimum risk