To cite 'riskParityPortfolio' in publications, please use:

Cardoso JVdM, Palomar DP (2019). riskParityPortfolio: Design of Risk Parity Portfolios. R package version 0.2.1, https://CRAN.R-project.org/package=riskParityPortfolio.

Feng Y, Palomar DP (2018). “SCRIP: Successive Convex Optimization Methods for Risk Parity Portfolio Design.” IEEE Transactions on Signal Processing, 63(19), 5285–5300. https://doi.org/10.1109/TSP.2015.2452219.

Corresponding BibTeX entries:

  @Manual{,
    title = {{riskParityPortfolio: Design of Risk Parity Portfolios}},
    author = {J. V. de M. Cardoso and D. P. Palomar},
    note = {R package version 0.2.1},
    year = {2019},
    url = {https://CRAN.R-project.org/package=riskParityPortfolio},
  }

  @Article{,
    title = {SCRIP: Successive Convex Optimization Methods for Risk
      Parity Portfolio Design},
    author = {Y. Feng and D. P. Palomar},
    journal = {IEEE Transactions on Signal Processing},
    volume = {63},
    number = {19},
    pages = {5285--5300},
    year = {2018},
    url = {https://doi.org/10.1109/TSP.2015.2452219},
  }