Properties of the Most Diversified Portfolio

By Yves Choueifaty, Tristan Froidure, Julien Reynier. 2013

137 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/672e28b7149e53182fcb4cf37c1336654b232dd4

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Thierry Roncalli
2. Guillaume Weisang

In Management Science and Operations Research

1. Thierry Roncalli
2. Guillaume Weisang

Citations in the corpus

• Risk parity portfolios with risk factors (2016, background): “edu Further motivation behind this work stems from the need to resolve what Choueifaty et al. (2013) called the duplication invariance problem affecting in particular the ERC approach.”
• ON A CONVEX MEASURE OF DRAWDOWN RISK (2014, unknown): “[11] Choueifaty, Y.”