Benoit Vaucher

Lombard Odier & Cie

Portfolio Manager

11 rue de la Corraterie

1211 Geneva 11

Switzerland

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 37,933

SSRN RANKINGS

Top 37,933

in Total Papers Downloads

891

CITATIONS

0

Scholarly Papers (3)

1.

Efficient Integration of Risk Premia Exposures into Equity Portfolios

Number of pages: 21 Posted: 01 Feb 2015 Last Revised: 10 Sep 2016
Benoit Vaucher and Alexey Medvedev
Lombard Odier & Cie and Lombard Odier & Cie
Downloads 394 (38,474)

Abstract:

equity factor premiums, factor investing, portfolio construction, portfolio allocation, risk parity, risk-based portfolio management, low-beta, value,quality, equities, mutual fund

2.

Conditional Value-at-Risk: An Alternative Measure for Low-Risk Strategies?

Number of pages: 18 Posted: 27 Oct 2012
Sessi Tokpavi and Benoit Vaucher
affiliation not provided to SSRN and Lombard Odier & Cie
Downloads 129 (158,682)

Abstract:

CVaR, minimum variance, risk, Value-at-Risk, portfolio management, optimization, Monte Carlo, quantitative portfolio management, asset allocation,expected shortfall

3.

How to Reduce Risk and Capital Charges of Solvency II Regulated Equity Portfolios Using Options

Number of pages: 13 Posted: 10 Jul 2015
Benoit Vaucher
Lombard Odier & Cie
Downloads 73 (139,699)

Abstract:

option, put, risk management, insurance, portfolio construction, VaR, CVaR, Solvency II, risk-based portfolio management, equities, mutual fund, risk mitigation