An analysis of machine learning risk factors and risk parity portfolio optimization.

Wu L, Ahmad M, Qureshi SA, Raza K, Khan YA

Open source

DOI
10.1371/journal.pone.0272521
Published
2022
Container
PloS one
Publisher
Not recorded
Open access
yes

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BibTeX

@article{allodium:10.1371/journal.pone.0272521,
  title = {An analysis of machine learning risk factors and risk parity portfolio optimization.},
  author = {Wu L and Ahmad M and Qureshi SA and Raza K and Khan YA},
  year = {2022},
  journal = {PloS one},
  doi = {10.1371/journal.pone.0272521},
  url = {https://doi.org/10.1371/journal.pone.0272521}
}

RIS

TY  - JOUR
TI  - An analysis of machine learning risk factors and risk parity portfolio optimization.
AU  - Wu L
AU  - Ahmad M
AU  - Qureshi SA
AU  - Raza K
AU  - Khan YA
PY  - 2022
JO  - PloS one
DO  - 10.1371/journal.pone.0272521
UR  - https://doi.org/10.1371/journal.pone.0272521
ER  - 

APA

L, W., M, A., SA, Q., K, R., & YA, K. (2022). An analysis of machine learning risk factors and risk parity portfolio optimization.. PloS one. https://doi.org/10.1371/journal.pone.0272521

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