Beatrice Guez

A.I. Square Connect

35 Boulevard d'Inkermann

Neuilly sur Seine, 92200

France

SCHOLARLY PAPERS

5

DOWNLOADS

133

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Incremental Sharpe and Other Performance Ratios

Number of pages: 18 Posted: 26 Aug 2018 Last Revised: 24 Sep 2018
Eric Benhamou and Beatrice Guez
A.I. Square Connect and A.I. Square Connect
Downloads 54 (389,248)

Abstract:

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C12, G11

2.

Testing Sharpe Ratio: Luck or Skill?

Number of pages: 56 Posted: 07 Jun 2019
A.I. Square Connect, A.I. Square Connect, A.I. Square Connect and A.I. Square Connect
Downloads 33 (470,554)

Abstract:

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3.

Omega and Sharpe Ratio

Number of pages: 10 Posted: 30 Oct 2019
Eric Benhamou, Beatrice Guez and Nicolas Paris
A.I. Square Connect, A.I. Square Connect and A.I. Square Connect
Downloads 30 (484,995)

Abstract:

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Omega ratio, Sharpe ratio, normal distribution, elliptical distribution

4.

BCMA-ES II: Revisiting Bayesian CMA-ES

A.I Square Working Paper, March 2019, France
Number of pages: 10 Posted: 06 May 2019
A.I. Square Connect, A.I. Square Connect, A.I. Square Connect and A.I. Square Connect
Downloads 9 (611,385)

Abstract:

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CMA ES, Bayesian, conjugate prior, normal Wishart, normal inverse Wishart, mixture models

5.

Three Remarkable Properties of the Normal Distribution

Number of pages: 12 Posted: 27 Oct 2018
Eric Benhamou, Beatrice Guez and Nicolas Paris
A.I. Square Connect, A.I. Square Connect and A.I. Square Connect
Downloads 7 (624,794)
Citation 1

Abstract:

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Geary Theorem, Levy Cramer Theorem, Independence Between Sample Mean and Variance