Abstract: A method and system for constructing risk parity portfolios wherein the overall portfolio risk is diversified by allocating the risk equally or substantially equally across various portfolio components. The system receives a selection of investments assets, covariance matrix of the assets, and constraints including bounds on the weights of the investment assets. The system optimizes a mathematical formulation that is constrained by the bounds on the weights of the investment assets to generate a solution that is used for constructing a risk parity portfolio having optimal asset allocations that result in a balanced risk contribution.

Abstract: A method and system for constructing risk parity portfolios wherein the overall portfolio risk is diversified by allocating the risk equally or substantially equally across various portfolio components. The system receives a selection of investments assets, covariance matrix of the assets, and constraints including bounds on the weights of the investment assets. The system optimizes a mathematical formulation that is constrained by the bounds on the weights of the investment assets to generate a solution that is used for constructing a risk parity portfolio having optimal asset allocations that result in a balanced risk contribution.

Abstract: The technical problem to be solved by the invention is to provide a fluorophosphate optical glass which has low refraction, low dispersion and low density and is suitable for molding at a low temperature. The fluorophosphate optical glass has a refractive index of 1.45-1.52, an abbe number of 78-85, a transition temperature lower than 465° C., a density lower than 3.8 g/cm3, and a hardness higher than 360 (107 pa). The fluorophosphate optical glass consists of 18-25 mol % of AlF3, 5-20 mol % of Al(PO3)3, 7-12 mol % of MgF2, 15-25 mol % of CaF2, 18-25 mol % of SrF2, 8-20 mol % of BaF2, 0-8 mol % of Ba(PO3)2, 0-3 mol % of YF3 and 0-0.5 mol % of BaCl2. The fluorophosphate optical glass of the invention has the advantages of low refraction, low dispersion, low glass density, higher hardness, good processability, low tapping temperature, easy molding, and ability of effectively preventing stripes.

Abstract: The technical problem to be solved by the invention is to provide a fluorophosphate optical glass which has low refraction, low dispersion and low density and is suitable for molding at a low temperature. The fluorophosphate optical glass has a refractive index of 1.45-1.52, an abbe number of 78-85, a transition temperature lower than 465° C., a density lower than 3.8 g/cm3, and a hardness higher than 360 (107 pa). The fluorophosphate optical glass consists of 18-25 mol % of AIF3, 5-20 mol % of Al(PO3)3, 7-12 mol % of MgF2, 15-25 mol % of CaF2, 18-25 mol % of SrF2, 8-20 mol % of BaF2, 0-8 mol % of Ba(PO3)2, 0-3 mol % of YF3 and 0-0.5 mol % of BaCl2.