Risk parity is an advanced portfolio technique often used by hedge funds. It typically requires quantitative methodology which makes its allocations more advanced than simplified allocation strategies. Simplified allocation strategies such as 60/40 a
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Black-Litterman approach to the asset allocation’, Quantitative Finance, Vol. 7, No. 4,
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In this paper, the optimal power allocation (OPA) problem for Chase combining (CC)-based cooperative hybrid automatic repeat request (HARQ) protocol over block Rayleigh fading channels is addressed. With the constraints of the targeted outage probabi
