Citation profile for Théophile Griveau-Billion

Théophile Griveau-Billion : Citation Profile

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   8 years (2013 - 2021). See details.
   Cites by year: 0
   Journals where Théophile Griveau-Billion has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgr678
   Updated: 2024-12-03    RAS profile: 2021-04-26
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Théophile Griveau-Billion.

Is cited by:

Roncalli, Thierry (2)

Targino, Rodrigo (1)

Cites to:

Roncalli, Thierry (4)

Calvet, Laurent (2)

Shephard, Neil (2)

Noureldin, Diaa (2)

Sheppard, Kevin (2)

Fisher, Adlai (1)

Diebold, Francis (1)

Dacorogna, Michel (1)

Corsi, Fulvio (1)

Olsen, Richard (1)

von Weizsäcker, Jakob (1)

Main data

Where Théophile Griveau-Billion has published?

Working Papers Series with more than one paper published	# docs
Papers / arXiv.org	3

Recent works citing Théophile Griveau-Billion (2024 and 2023)

Year	Title of citing document
2024	Maximally Machine-Learnable Portfolios. (2023). Goebel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2306.05568. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	Risk budgeting portfolios from simulations. (2023). Targino, Rodrigo S ; Pesenti, Silvana M ; Paulo, Freitas B. In: European Journal of Operational Research. RePEc:eee:ejores:v:311:y:2023:i:3:p:1040-1056. Full description at Econpapers \|\| Download paper

Works by Théophile Griveau-Billion:

Year	Title	Type	Cited
2013	A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios In: Papers. [Full Text][Citation analysis]	paper	4
2013	A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	paper
2020	A Dynamic Bayesian Model for Interpretable Decompositions of Market Behaviour In: Papers. [Full Text][Citation analysis]	paper	0
2019	Efficient computation of mean reverting portfolios using cyclical coordinate descent In: Papers. [Full Text][Citation analysis]	paper	2
2021	Efficient computation of mean reverting portfolios using cyclical coordinate descent.(2021) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	article