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Perchet, Romain
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Carvalho, Raul Leote de
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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Predicting the success of volatility targeting strategies : application to equities and other asset classes
Perchet, Romain
;
Carvalho, Raul Leote de
;
Heckel, Thomas
; …
- In:
The journal of alternative investments
18
(
2015/2016
)
3
,
pp. 21-38
Persistent link: https://www.econbiz.de/10011428067
Saved in:
5
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
Saved in:
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