Guangliang He

Independent

Goldman Sachs Group, Inc. - Quantitative Strategy Group

Vice President

32 Old Slip, 24th Floor

New York, NY 10005

United States

SCHOLARLY PAPERS

2

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Top 1,667

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26,276

SSRN CITATIONS
Rank 20,558

SSRN RANKINGS

Top 20,558

in Total Papers Citations

12

CROSSREF CITATIONS

37

Scholarly Papers (2)

1.

The Intuition Behind Black-Litterman Model Portfolios

Number of pages: 27 Posted: 28 Oct 2002
Guangliang He, Guangliang He and Robert Litterman
IndependentGoldman Sachs Group, Inc. - Quantitative Strategy Group and Kepos Capital
Downloads 26,276 (129)
Citation 60

Abstract:

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Baysian, Black-Litterman model, CAPM, mean-variance analysis, portfolio selection

2.

Drawdown Controlled Optimal Portfolio Selection with Linear Constraints on Portfolio Weights

Posted: 07 Nov 2001
Guangliang He and Guangliang He
IndependentGoldman Sachs Group, Inc. - Quantitative Strategy Group

Abstract:

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drawdown, optimal portfolio, dynamic programming, linear constraints