CVaR-Based Risk Parity Portfolio Strategy and Its Application

SHENG Jiliang, CHEN Lanxi, WEN Runlin

Journal of Systems Science and Mathematical Sciences ›› 2024, Vol. 44 ›› Issue (8) : 2257-2277.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Mathematical Sciences ›› 2024, Vol. 44 ›› Issue (8) : 2257-2277. DOI: 10.12341/jssms23105

CVaR-Based Risk Parity Portfolio Strategy and Its Application

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of System Science and Mathematical Science Chinese Series, 2024, 44(8): 2257-2277 https://doi.org/10.12341/jssms23105

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