Statistics
Publications
6
Citations
314
H-Index
6
Active since
2013
Affiliations
Xi Bai is an author at Lehigh University specializing in convex optimization, computing, and optimization.
Publications per year
2013–2022
6
6
Least-squares approach to risk parity in portfolio selection
Xi Bai, Katya Scheinberg, Reha Tütüncü · Quantitative Finance · 2015 · 89 citations
Business, Finance, Mathematics +12
Least-Squares Approach to Risk Parity in Portfolio Selection
Xi Bai, Katya Scheinberg, Reha Tütüncü · SSRN Electronic Journal · 2013 · 34 citations · Full text
Business, Finance, Mathematics +12
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