Muddit Poonia

Indian Institute of Technology Kharagpur

Kharagpur

IIT Khragpur

Kharagpur, IN West Bengal 721302

India

SCHOLARLY PAPERS

2

DOWNLOADS

1,183

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

The Use of Correlation Networks in Parametric Portfolio Policies

Number of pages: 24 Posted: 06 Oct 2014
Harald Lohre, Jochen Papenbrock and Muddit Poonia
Robeco Quantitative Investments, NVIDIA GmbH and Indian Institute of Technology Kharagpur
Downloads 721 (48,897)
Citation 3

Abstract:

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Correlation Networks, Parametric Portfolio Policies, Market Timing, Sector Allocation

2.

Diversification Management of a Multi-Asset Portfolio

Number of pages: 17 Posted: 18 Mar 2014
Christoph Kind and Muddit Poonia
affiliation not provided to SSRN and Indian Institute of Technology Kharagpur
Downloads 462 (85,800)

Abstract:

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asset allocation; portfolio optimization; risk