Pierre-Alain Reigneron

Capital Fund Management

23 rue de l'Université

Paris, 75007

France

SCHOLARLY PAPERS

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152

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1

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Scholarly Papers (1)

1.

The Case for Long-Only Agnostic Allocation Portfolios

Number of pages: 20 Posted: 20 Jun 2019
Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management and Capital Fund Management
Downloads 152 (277,919)
Citation 1

Abstract:

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portfolio construction, minimum variance, maximum diversification, sparsity