To cite 'RiskPortfolios' in publications use:

Ardia, D. Boudt, K., Gagnon-Fleury, J.-P. (2017). 'RiskPortfolios': Computation of risk-based portfolios in 'R'. Journal of Open Source Software 10(2).<doi:10.21105/joss.00171>

Ardia, D., Bolliger, G., Boudt, K., Gagnon-Fleury, J.-P. (2017). The impact of covariance misspecification in risk-based portfolio.<doi:10.2139/ssrn.2650644>

Corresponding BibTeX entries:

  @Article{,
    title = {{RiskPortfolios}: {C}omputation of risk-based portfolios
      in {R}},
    author = {David Ardia and Kris Boudt and Jean-Philippe
      Gagnon-Fleury},
    journal = {Journal of Open Source Software},
    year = {2017},
    volume = {10},
    number = {2},
    doi = {10.21105/joss.00171},
  }
  @Misc{,
    title = {The impact of covariance misspecification in risk-based
      portfolios},
    author = {David Ardia and Guido Bolliger and Kris Boudt and
      Jean-Philippe Gagnon-Fleury},
    year = {2016},
    doi = {10.2139/ssrn.2650644},
    note = {Working paper},
  }