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Weisang, Guillaume's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
4,260 |
Total
Citations
13 |
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1.
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Clauss, Pierre Ecole Nationale de la Statistique et de l'Analyse de l'Information (ENSAI) Roncalli, Thierry Universite d'Evry Weisang, Guillaume Clark University - Graduate School of Management
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18 Mar 09
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Last Revised:
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08 Apr 09
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1,731
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8
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Madoff fraud, Ponzi scheme, operational risk, due diligence, supervision, hedge funds, bull spread strategy, split strike conversion
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2.
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Roncalli, Thierry Universite d'Evry Weisang, Guillaume Clark University - Graduate School of Management
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12 Jan 09
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Last Revised:
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20 Apr 09
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1,342
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4
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Tracking problem, hedge fund replication, alternative beta, global tactical asset allocation, Bayes filter, Kalman filter, particle filter, non-linear exposure, alpha
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3.
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Roncalli, Thierry Universite d'Evry Weisang, Guillaume Clark University - Graduate School of Management
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03 Oct 12
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Last Revised:
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06 Oct 12
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912
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1
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risk parity, risk budgeting, factor model, ERC portfolio, diversification, concentration, Fama-French model, hedge fund allocation, strategic asset allocation
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4.
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Weisang, Guillaume Clark University - Graduate School of Management
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13 May 11
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Last Revised:
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26 May 11
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183
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Tracking problem, hedge fund replication, alternative beta, Kalman filter, Factor Selection, Model Selection
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5.
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Weisang, Guillaume Clark University - Graduate School of Management
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92
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Minimax Filter, Hedge Fund Replication, Alternative Beta, Robust Methodology, Detection of Non Linearities
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Records 1 -
5
of 5 matches
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1
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