Yves Choueifaty

TOBAM

President, CIO

49 avenue des Champs Elysées

Paris, 75008

France

SCHOLARLY PAPERS

2

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Top 32,507

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17

CROSSREF CITATIONS

9

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 5,226 (1,959)
Citation 32

Abstract:

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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: 33 Posted: 10 Sep 2017 Last Revised: 10 Oct 2019
Tristan Froidure, Khalid Jalalzai and Yves Choueifaty
TOBAM, TOBAM and TOBAM
Downloads 946 (31,218)
Citation 1

Abstract:

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Portfolio Construction; Correlation Optimization; Constraints; Representative Portfolios; Diversification; Maximally Rho-presentative; Optimized Portfolio Stability; Long-only eigenvalues