Laurent Laloux

Capital Fund Management

23 rue de l'Université

Paris, 75007

France

SCHOLARLY PAPERS

2

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SSRN CITATIONS

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Scholarly Papers (2)

1.

Deconstructing the Low-Vol Anomaly

Posted: 22 May 2019
Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management and Capital Fund Management

Abstract:

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Market Anomalies, Dividend bias, Defensive Equities

2.

Large Dimension Forecasting Models and Random Singular Value Spectra

The European Physical Journal B, 55, 201-207, 2007
Posted: 29 Sep 2013 Last Revised: 30 Sep 2013
Capital Fund Management, Capital Fund Management, University of Rome Sapienza and Capital Fund Management

Abstract:

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random matrix theory, time series analysis, econophysics, financial markets, business and management, big data, machine learning