<?xml version="1.0" encoding="UTF-8"?><rss xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:content="http://purl.org/rss/1.0/modules/content/" xmlns:atom="http://www.w3.org/2005/Atom" version="2.0"><channel><title><![CDATA[RSS Feed]]></title><description><![CDATA[RSS Feed]]></description><link>https://ecency.com</link><image><url>https://ecency.com/logo512.png</url><title>RSS Feed</title><link>https://ecency.com</link></image><generator>RSS for Node</generator><lastBuildDate>Wed, 22 Jul 2026 10:28:46 GMT</lastBuildDate><atom:link href="https://ecency.com/created/zipf/rss.xml" rel="self" type="application/rss+xml"/><item><title><![CDATA[Zipf's law implementation on  portfolio allocation weights.]]></title><description><![CDATA[Optimizing portfolio allocation weights using Zipf's law? When investing you would like to optimize the amounts allocated to each asset. You want to have an optimal return to risk ratio, also known as]]></description><link>https://ecency.com/@coursera/zipf-s-law-implementation-on-portfolio-allocation-weights</link><guid isPermaLink="true">https://ecency.com/@coursera/zipf-s-law-implementation-on-portfolio-allocation-weights</guid><category><![CDATA[investing]]></category><dc:creator><![CDATA[coursera]]></dc:creator><pubDate>Sun, 31 Dec 2017 05:49:15 GMT</pubDate></item><item><title><![CDATA[The Zipf Mystery]]></title><link>https://ecency.com/@kevinoo7/the-zipf-mystery</link><guid isPermaLink="true">https://ecency.com/@kevinoo7/the-zipf-mystery</guid><category><![CDATA[the]]></category><dc:creator><![CDATA[kevinoo7]]></dc:creator><pubDate>Sun, 19 Nov 2017 13:28:27 GMT</pubDate><enclosure url="https://i.ecency.com/p/S5Eokt4BcQdk7EHeT1aYjzebg2hC7hkthT45eH7zmnJPgNW7bXaH1i7eu3G3KeQjdeTXwsC?format=match&amp;mode=fit" length="0" type="false"/></item></channel></rss>