Jeremie Smaga

Lombard Odier Darier Hentsch & Cie

Rue de la Corraterie 11

Genève, 1204

Switzerland

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Scholarly Papers (1)

1.

Portfolio Blender: Blending Qualitative Expectations in Portfolio Optimization

Number of pages: 17 Posted: 14 May 2013
Gabriele Susinno, Olivier Powell and Jeremie Smaga
Pictet Asset Management, Unigestion SA and Lombard Odier Darier Hentsch & Cie
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Abstract:

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Black-Litterman, Portfolio Optimization, Hedge Funds, Qualitative Views