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Bayesian learning for the Markowitz portfolio selection problem

De Franco, Carmine; Nicolle, Johann; Pham, Huyên - In: International journal of theoretical and applied finance 22 (2019) 7, pp. 1-40

Persistent link: https://www.econbiz.de/10012153463

Sustainable investing : ESG versus SDG

De Franco, Carmine; Nicolle, Johann; Tran, Lan-Anh - In: The journal of impact and ESG investing 1 (2021) 4, pp. 45-62

Persistent link: https://www.econbiz.de/10012613567

Climate portfolio alignment and temperature scores

De Franco, Carmine; Nicolle, Johann; Tran, Lan-Anh - In: The journal of impact and ESG investing 4 (2023) 2, pp. 66-77

Persistent link: https://www.econbiz.de/10014536478

The challenge to meet net-zero

De Franco, Carmine; Nicolle, Johann; Tran, Lan-Anh - In: The journal of impact and ESG investing 3 (2022) 1, pp. 71-79

Persistent link: https://www.econbiz.de/10014232995

Corporate governance and its impact on equity performance

De Franco, Carmine; Nicolle, Johann; Tran, Lan-Anh; … - In: The journal of impact and ESG investing 3 (2023) 3, pp. 61-79

Persistent link: https://www.econbiz.de/10014233018

Volatility, earnings, and multiples

De Franco, Carmine - In: The journal of investing : JOI 30 (2021) 4, pp. 36-50

Persistent link: https://www.econbiz.de/10012613129

ESG controversies and their impact on performance

De Franco, Carmine - In: The journal of investing : JOI 29 (2020) 2, pp. 33-45

Persistent link: https://www.econbiz.de/10013177311

Stock picking in the US market and the effect of passive investments

De Franco, Carmine - In: The journal of asset management : a major new, … 22 (2021) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10012487572

Modelling capacity for systematic equity strategies

De Franco, Carmine; Dumontier, Luc - In: The journal of asset management : a major new, … 25 (2024) 4, pp. 407-416

Persistent link: https://www.econbiz.de/10014583497

Portfolio insurance under a risk-measure constraint

De Franco, Carmine; Tankov, Peter - In: Insurance: Mathematics and Economics 49 (2011) 3, pp. 361-370

We study the problem of portfolio insurance from the point of view of a fund manager, who guarantees to the investor that the portfolio value at maturity will be above a fixed threshold. If, at maturity, the portfolio value is below the guaranteed level, a third party will refund the investor up...

Persistent link: https://www.econbiz.de/10010576740