Sebastien Coupy

University of Geneva

102 Bd Carl-Vogt

Genève, CH - 1205

Switzerland

Ecole Polytechnique Fédérale de Lausanne

c/o University of Geneve

40, Bd du Pont-d'Arve

1211 Geneva, CH-6900

Switzerland

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Outperforming Naive Diversification Using Stock Level Information

Swiss Finance Institute Research Paper No. 15-32
Number of pages: 50 Posted: 21 Aug 2015 Last Revised: 07 Jan 2016
Tony Berrada and Sebastien Coupy
University of Geneva - Geneva Finance Research Institute (GFRI) and University of Geneva
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Citation 1

Abstract:

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Mean-Variance, factor model, optimization, 2 stage least square