Peter Carl

William Blair & Co.

Portfolio Manager

Chicago, IL 60606

Guidance Capital Management

Chicago, IL

United States

SCHOLARLY PAPERS

2

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SSRN CITATIONS
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Top 46,943

in Total Papers Citations

8

CROSSREF CITATIONS

5

Scholarly Papers (2)

1.

Asset Allocation with Conditional Value-at-Risk Budgets

Journal of Risk 15 (3), Spring 39-68
Number of pages: 36 Posted: 16 Jul 2011 Last Revised: 30 Aug 2013
Kris Boudt, Peter Carl and Brian G. Peterson
Ghent University, William Blair & Co. and University of Washington
Downloads 1,725 (10,715)
Citation 9

Abstract:

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Asset Allocation, CVaR, Risk budgets

2.

Differential Evolution with DEoptim: An Application to Non-Convex Portfolio Optimization

The R Journal, Vol. 3, No. 1, pp. 27-34, 2011
Number of pages: 8 Posted: 05 Apr 2010 Last Revised: 03 Aug 2018
HEC Montreal - Department of Decision Sciences, Ghent University, William Blair & Co., Government of the United States of America - National Institute of Standards and Technology (NIST) and University of Washington
Downloads 921 (27,785)
Citation 1

Abstract:

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Differential optimization, non-convex portfolio optimization, DEoptim, R software