Fabio Bellini, Francesco Cesarone, Christian Colombo, Fabio Tardella. Risk parity with expectiles. European Journal of Operational Research, 291(3):1149-1163, 2021. [doi]
@article{BelliniCCT21,
title = {Risk parity with expectiles},
author = {Fabio Bellini and Francesco Cesarone and Christian Colombo and Fabio Tardella},
year = {2021},
doi = {10.1016/j.ejor.2020.10.009},
url = {https://doi.org/10.1016/j.ejor.2020.10.009},
researchr = {https://researchr.org/publication/BelliniCCT21},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {291},
number = {3},
pages = {1149-1163},
}