@article{stochasticalgorithmsforadvancedrisk,
  title = {Risk Budgeting Portfolios: Existence and Computation},
  author = {Adil Rengim Cetingoz and Jean-David Fermanian and Olivier Guéant},
  year = {2022},
  eprint = {2211.07212},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2211.07212v4},
}