@unpublished{publication-24265,
	author={Paolella, Marc and Polak, Pawel and Walker, Patrick S},
	doi={10.2139/ssrn.4652551},
	institution={University of Zurich},
	issn={1556-5068},
	number=4652551,
	pages=29,
	series={SSRN},
	title={Risk Parity Portfolio Optimization under Heavy-Tailed Returns and Time-Varying Volatility},
	year=2023,
}