Chenyang Yin

Quantitative Research Group

Paris

France

BNP Paribas Asset Management

Paris

France

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1

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Scholarly Papers (1)

1.

A Practical Guide to Robust Portfolio Optimization

Number of pages: 35 Posted: 08 Dec 2019 Last Revised: 16 Jun 2020
Quantitative Research Group, BNP Paribas Asset Management and BNP Paribas Asset Management
Downloads 620 (47,651)

Abstract:

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