@article{agnosticriskparitytamingknownandunknown,
  title = {Agnostic Risk Parity: Taming Known and Unknown-Unknowns},
  year = {2016},
  eprint = {1610.08818},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1610.08818v1},
}