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Insights into robust optimization : decomposing into mean-variance and risk-based portfolios
Heckel, Thomas; Carvalho, Raul Leote de; Lu, Xiao; … - In: The journal of investment strategies 6 (2016) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10011668116
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Mass customization of asset allocation
Issaoui, Tarek; Perchet, Romain; Retière, Olivier; … - In: The journal of investing : JOI 31 (2022) 3, pp. 73-97
Persistent link: https://www.econbiz.de/10013175419
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Allocating to thematic investments
Somefun, Koye; Perchet, Romain; Yin, Chenyang; … - In: Financial analysts journal : FAJ 79 (2023) 1, pp. 18-36
Persistent link: https://www.econbiz.de/10013540854
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Corporate carbon footprint : a machine learning predictive model for unreported data
Heurtebize, Thibaut; Chen, Frederic; Soupé, François; … - In: The journal of impact and ESG investing 3 (2022) 2, pp. 36-54
Persistent link: https://www.econbiz.de/10014233005
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Factor investing in corporate bond markets : enhancing efficacy through diversification and purification!
Heckel, Thomas; Amghar, Zine; Haik, Isaac; Laplénie, … - In: The journal of fixed income 29 (2020) 3, pp. 6-21
Persistent link: https://www.econbiz.de/10012253506
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Factor investing : get your exposures right!
Soupé, François; Lu, Xiao; Carvalho, Raul Leote de - In: The journal of investment strategies 8 (2019) 2, pp. 1-36
Persistent link: https://www.econbiz.de/10012140130
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Value versus glamour stocks : the return of irrational exuberance?
Bellone, Benoit; Carvalho, Raul Leote de - In: The journal of investing : JOI 31 (2022) 2, pp. 75-93
Persistent link: https://www.econbiz.de/10013174929
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A practical guide to robust portfolio optimization
Yin, Chenyang; Perchet, Romain; Soupé, François - In: Quantitative finance 21 (2021) 6, pp. 911-928
Persistent link: https://www.econbiz.de/10012515625