Chenyang Yin

Quantitative Research Group

Paris

France

BNP Paribas Asset Management

Paris

France

SCHOLARLY PAPERS

1

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409

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0

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0

Scholarly Papers (1)

1.

A Practical Guide to Robust Portfolio Optimization

Number of pages: 33 Posted: 08 Dec 2019
Quantitative Research Group, BNP Paribas Asset Management and BNP Paribas Asset Management
Downloads 409 (74,923)

Abstract:

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Robust optimization, Portfolio construction, Mean-variance optimization, Multi-asset, Asset Allocation