Anthony Constantinides

Imperial College London

Emeritus Professor

South Kensington Campus

Exhibition Road

London, Greater London SW7 2AZ

United Kingdom

  • Imperial College London

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

MAFI: A Multi-Asset Fragility Indicator Using Principal Component Analysis

Number of pages: 21 Posted: 14 Mar 2015 Last Revised: 17 Mar 2015
Arta Babaee, Eddie Cheng, Anthony Constantinides, David King, Chenfei Ma, Pedro Rodrigues and Matthias Scheiber
Imperial College London, Schroders Investment Management, Imperial College London, Schroders Investment Management, Schroders Investment Management, Imperial College London and Schroders Investment Management
Downloads 1,439 (22,637)

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Market Co-Movement, PCA, Multi-Asset Investment, Market Fragility, Hedging

2.

Two Analog Neural Models with the Controllability on Number of Assets for Sparse Portfolio Design

Number of pages: 17 Posted: 10 Nov 2022
Hao Wang, Chi-Sing Leung, Hau-Ping Chan, Anthony Constantinides and Wenming Cao
Shenzhen University College of Electronics and Information Engineering, City University of Hong Kong (CityU) - Department of Electrical Engineering, City University of Hong Kong (CityU) - Department of Electrical Engineering, Imperial College London and City University of Hong Kong (CityU) - Department of Electrical Engineering
Downloads 21 (841,702)

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Convergence analysis, Analog Neural Network, Stability