Reference health
MAD risk parity portfolios
37/37 checkable references clean · checked 2026-07-26
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
9 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 37 checked references that resolve
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On the Sensitivity of Mean-Variance-Efficient Portfolios to Changes in Asset Means: Some Analytical and Computational Results
resolves10.1016/j.ejor.2016.10.006
On exact and approximate stochastic dominance strategies for portfolio selection
resolves10.1007/s10203-017-0201-0
Approximating exact expected utility via portfolio efficient frontiers
resolves10.1057/s41274-017-0216-5
Minimum risk versus capital and risk diversification strategies for portfolio construction
resolves10.1007/s10898-016-0477-6
Equal Risk Bounding is better than Risk Parity for portfolio selection
resolves10.1007/s10287-014-0210-1
Linear vs. quadratic portfolio selection models with hard real-world constraints
resolves10.1016/j.frl.2018.08.001
A risk-gain dominance maximization approach to enhanced index tracking
resolves10.3905/jpm.1993.409440
The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice
resolves10.3905/jpm.2013.39.3.039
Risk Parity, Maximum Diversification,and Minimum Variance: <i>An Analytic Perspective</i>
resolves10.1093/rfs/hhm075
Optimal Versus Naive Diversification: How Inefficient is the 1/<i>N</i>Portfolio Strategy?
resolves10.1287/mnsc.37.5.519
Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market
resolves10.1080/14697688.2018.1434317
Long-only equal risk contribution portfolios for CVaR under discrete distributions
resolves10.1080/14697688.2015.1012840
Stochastic portfolio theory optimization and the origin of rule-based investing
resolves10.1080/17442508208833217
On the interchange of subdifferentiation and conditional expectation for convex functionals
resolves10.2139/ssrn.2321309
Introducing Expected Returns into Risk Parity Portfolios: A New Framework for Tactical and Strategic Asset Allocation
resolves10.1016/j.jmaa.2007.04.008
Generalized Euler identity for subdifferentials of homogeneous functions and applications
The 9 references without a DOI — listed, not checked
no DOI — not checkedBacon, C. A. (2008). Practical portfolio performance measurement and attribution (2nd ed.). Wiley.
no DOI — not checkedCesarone, F., Moretti, J., Tardella, F., et al. (2016). Optimally chosen small portfolios are better than large ones. Economics Bulletin, 36(4), 1876–1891.
no DOI — not checkedGüler, O. (2010). Fundamentals of optimization. Springer.
no DOI — not checkedLiu, B., Brzenk, P,, Cheng, T. (2020). Indexing risk parity strategies. S &P Global, S &P Dow Jones Indices, October 2020 Available at https://www.spglobal.com/spdji/en/documents/research/research-indexing-risk-parity-strategies.pdf?force_download=true (October 2020).
no DOI — not checkedMarkowitz, H. (1952). Portfolio selection. The Journal of Finance, 7(1), 77–91.
no DOI — not checkedMichaud, R., & Michaud, R. (1998). Efficient asset management. Harvard Business School Press.
no DOI — not checkedQian, E. (2017). How naïve is naïve risk parity? Panagora Asset Management.
no DOI — not checkedRachev, S., Stoyanov, S., & Fabozzi, F. (2008). Advanced stochastic models, risk assessment, and portfolio optimization: The ideal risk, uncertainty, and performance measures. Wiley.
no DOI — not checkedRockafellar, R., & Wets, R. J. B. (1997). Variational analysis. Springer.
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