# Tag Info

Accepted

### Derivation of optimal portfolio weights using Risk Budgeting approach

You are correct in your assumption, this is specified at the start of section 2.2.1 Definition of a risk budgeting portfolio. We consider a set of given risk budgets $\{B_1,\dots,B_n\}$. Here $B_i$ ...
• 1,113

Top 50 recent answers are included