To cite 'riskParityPortfolio' in publications, please use:

J. V. de M. Cardoso and D. P. Palomar (2019). riskParityPortfolio: Design of Risk Parity Portfolios. R package version 0.1.2. https://CRAN.R-project.org/package=riskParityPortfolio

Y. Feng and D. P. Palomar (2015). SCRIP: Successive Convex Optimization Methods for Risk Parity Portfolio Design. IEEE Transactions on Signal Processing, vol. 63, no. 19, pp. 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 0.1.2},
    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},
  }