convexfi / riskparity.py

Fast and scalable construction of risk parity portfolios
https://mirca.github.io/riskparity.py/
MIT License
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Update README.md #18

Closed jaehyukchoi closed 2 years ago

jaehyukchoi commented 2 years ago

As Choi & Chen (2022) is in print with the volume and pages fixed, I updated the detail of the reference.

mirca commented 2 years ago

@jaehyukchoi awesome, thanks!