@article{factorriskbudgetingandbeyond, title = {Asset and Factor Risk Budgeting: A Balanced Approach}, author = {Adil Rengim Cetingoz and Olivier Guéant}, year = {2023}, eprint = {2312.11132}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2312.11132v2}, }