Online Universal Dirichlet Factor Portfolios. - Purushottam Parthasarathy; Avinash Bhardwaj; Manjesh K. Hanawal (CoRR, 2023)

Almost exact risk budgeting with return forecasts for portfolio allocation. - Avinash Bhardwaj; Manjesh K. Hanawal; Purushottam Parthasarathy (Oper. Res. Lett., 2023)