Cite
HARVARD Citation
Costa, G. et al. (2019). Risk parity portfolio optimization under a Markov regime-switching framework. Quantitative finance. 19 (3), pp. 453-471. [Online].
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Costa, G. et al. (2019). Risk parity portfolio optimization under a Markov regime-switching framework. Quantitative finance. 19 (3), pp. 453-471. [Online].