Julien Reynier

Finance · 2013

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Julien Reynier trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jean-Philippe Bouchaud
  2. Ravi Jagannathan
  3. Yves Choueifaty

Papers from Julien Reynier's perspective

Ordered by how strongly the researchers Julien Reynier trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Minimum-Variance Portfolios in the U.S. Equity Market
  2. Common risk factors in the returns on stocks and bonds
  3. Theory Of Financial Risk And Derivative Pricing
  4. Toward Maximum Diversification
  5. The properties of equally-weighted risk contributions portfolios
  6. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
  7. A Survey of Alternative Equity Index Strategies
  8. Estimation of the lead-lag parameter from non-synchronous data
  9. Statistical theory of the continuous double auction
  10. On the distribution of the largest eigenvalue in principal components analysis

Their papers