Tristan Froidure

TOBAM

Head of Research

49 avenue des Champs-Elysées

Paris, 75008

France

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 8,465

SSRN RANKINGS

Top 8,465

in Total Papers Downloads

5,293

CITATIONS
Rank 16,784

SSRN RANKINGS

Top 16,784

in Total Papers Citations

29

Scholarly Papers (2)

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 4,395 (1,843)
Citation 32

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

2.

Portfolio Rho-Presentativity

Number of pages: 25 Posted: 10 Sep 2017 Last Revised: 15 Dec 2017
Tristan Froidure, Khalid Jalalzai and Yves Choueifaty
TOBAM, TOBAM and TOBAM
Downloads 898 (24,970)

Abstract:

Loading...

Portfolio Construction, Correlation Optimization, Portfolio Constraints, Representative Portfolios, Portfolio Diversification, Most Diversified Portfolio, Minimum Variance Portfolio, Equal Risk Contribution Portfolio