To cite 'RiskPortfolios' in publications use:

Ardia D, Boudt K, Gagnon-Fleury J (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 (2017). “The impact of covariance misspecification in risk-based portfolios.” Annals of Operations Research, 254(1-2), 1-16. doi: 10.1007/s10479-017-2474-7.

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},
  }

  @Article{,
    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 = {2017},
    journal = {Annals of Operations Research},
    volume = {254},
    number = {1-2},
    pages = {1-16},
    doi = {10.1007/s10479-017-2474-7},
  }