2
H index
0
i10 index
7
Citations
| 2 H index 0 i10 index 7 Citations RESEARCH PRODUCTION: 1 Articles 4 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 3 |
Year ![]() | Title of citing document ![]() |
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2024 | Maximally Machine-Learnable Portfolios. (2023). Goebel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2306.05568. Full description at Econpapers || Download paper |
2024 | Mirror Descent Algorithms for Risk Budgeting Portfolios. (2024). Frikha, Noufel ; Cetingoz, Adil Rengim ; Iglesias, Martin Arnaiz. In: Papers. RePEc:arx:papers:2411.12323. 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 |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2013 | A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios In: Papers. [Full Text][Citation analysis] | paper | 5 |
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: 5 | 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 8 2024. Contact: CitEc Team