Joseph Simonian

Natixis Investment Managers, L.P.

888 Boylston Street

Boston, MA 02199

http://https://www.im.natixis.com/us/bio/joseph-simonian

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Black-Litterman and Beyond: The Bayesian Paradigm in Investment Management

The Journal of Portfolio Management, to appear, 2021.
Posted: 09 Mar 2021
Petter N. Kolm, Gordon Ritter and Joseph Simonian
New York University (NYU) - Courant Institute of Mathematical Sciences, New York University (NYU) - Courant Institute of Mathematical Sciences and Natixis Investment Managers, L.P.

Abstract:

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Bayesian statistics, Black-Litterman, Factor investing, Investment management, Portfolio optimization, Portfolio theory, Risk premia, Robust portfolio management, Trading, Transaction costs, Views

2.

Order from Chaos: How Data Science is Revolutionizing Investment Practice

Journalof Portfolio Management, Forthcoming
Posted: 10 Sep 2018 Last Revised: 12 Sep 2018
Natixis Investment Managers, L.P., Cornell University - Operations Research & Industrial Engineering and EDHEC Business School

Abstract:

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Econometrics, machine learning, data science