Julien Reynier

TOBAM

20, rue Quentin Bauchart

Paris, 75008

France

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 10,983

SSRN RANKINGS

Top 10,983

in Total Papers Downloads

4,734

SSRN CITATIONS
Rank 33,583

SSRN RANKINGS

Top 33,583

in Total Papers Citations

12

CROSSREF CITATIONS

10

Scholarly Papers (1)

1.

Properties of the Most Diversified Portfolio

Journal of Investment Strategies, Vol.2(2), Spring 2013, pp.49-70.
Number of pages: 30 Posted: 27 Jul 2011 Last Revised: 22 May 2017
Yves Choueifaty, Tristan Froidure and Julien Reynier
TOBAM, TOBAM and TOBAM
Downloads 4,734 (1,898)
Citation 28

Abstract:

Loading...

Diversification Ratio, Most Diversified Portfolio, Portoflio Invariance Properties, Portfolio Biases, Equity Risk Premium, CAPM, Equal Weighted Portfolio, Minimum Variance Portfolio, Equal Risk Contribution Portfolio