tag:joss.theoj.org,2005:/papers/by/Jean-Philippe%20Gagnon-FleuryJournal of Open Source Software2017-02-03T00:00:00ZJournal of Open Source Softwarehttps://joss.theoj.orgtag:joss.theoj.org,2005:Paper/1432017-02-03T00:00:00Z2021-02-15T11:34:17ZRiskPortfolios: Computation of Risk-Based Portfolios in Raccepted2.00.112017-01-10 22:43:30 UTC102017-02-03 00:00:00 UTC22017171DavidArdiaInstitute of Financial Analysis - University of Neuchâtel0000-0003-2823-782XKrisBoudtSolvay Business School - Vrije Universiteit BrusselJean-PhilippeGagnon-FleuryPSP Investments10.21105/joss.00171https://doi.org/10.5281/zenodo.267972Rhttps://joss.theoj.org/papers/10.21105/joss.00171.pdfrisk, portfolio, optimization, mean-variance, minimum variance, inverse-volatility, equal-risk-contribution, maximum diversification, risk-efficient