# Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints

> Research article (Annals of Operations Research, 2015) · cited 36× · AI/ML

**Wikidata**: [openalex:W1912140386](https://www.wikidata.org/wiki/openalex:W1912140386)  
**Source**: https://4ort.xyz/entity/risk-budgeting-multi-portfolio-optimization-with-portfolio-and-marginal-risk-constraints