Théophile Griveau-Billion

Imperial College London

South Kensington Campus

Exhibition Road

London, Greater London SW7 2AZ

United Kingdom

Learn more about SSRN Profiles

SCHOLARLY PAPERS

1

DOWNLOADS

2,319

TOTAL CITATIONS

15

Feedback

Scholarly Papers (1)

Sort by:

Actions:

View:
Selected
Original List
All Versions Hide All Versions
All Abstracts Hide All Abstracts

(Rank)

1.

A Fast Algorithm for Computing High-Dimensional Risk Parity Portfolios

Number of pages: 9 Posted: 15 Sep 2013 Last Revised: 01 Oct 2013

Théophile Griveau-Billion, Jean-Charles Richard and Thierry Roncalli

Imperial College London, Eisler Capital and Amundi Asset Management

Downloads 2,319 (14,025)

Citation 15

Abstract:

Feedback

All content on this site: Copyright © 2024 Elsevier Inc., its licensors, and contributors. All rights are reserved, including those for text and data mining, AI training, and similar technologies. For all open access content, the relevant licensing terms apply.

We use cookies to help provide and enhance our service and tailor content.

To learn more, visit .