@article{afastalgorithmforcomputinghigh,
  title = {A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios},
  author = {Théophile Griveau-Billion and Jean-Charles Richard and Thierry Roncalli},
  year = {2013},
  eprint = {1311.4057},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1311.4057v1},
}