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Maillard, Sébastien's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
3,686 |
Total
Citations
23 |
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1.
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Maillard, Sébastien Lyxor Asset Management Roncalli, Thierry Universite d'Evry Teiletche, Jerome Lombard Odier Investment Managers
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23 Sep 08
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Last Revised:
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05 Jun 09
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3,519
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Asset allocation, risk contributions, minimum-variance, portfolio construction, risk budgeting, portfolio diversification
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Demey, Paul Lyxor Asset Management Maillard, Sébastien Lyxor Asset Management Roncalli, Thierry Universite d'Evry
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01 Apr 10
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29 Jan 11
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Risk-Based Indexation, Fundamental Indexation, Market Capitalization, Equity Indexes, Diversification, Portfolio Optimization, Robust Estimation
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