Custom risk contribution using the riskParityPortfolio package.

Machine Learning and Modeling
1

Hi there, I would like to ask if I had a 3 assets in a portfolio, is it possible to specify custom risk contributions for riskParityPortfolio?

For example, the first asset would contribution 0.2 of the total risk, second 0.3 and third 0.5, which adds up to 1.

2

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