Youssef Louraoui

ESSEC Business School

3 Avenue Bernard Hirsch

CS 50105 CERGY

CERGY, CERGY PONTOISE CEDEX 95021

France

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SCHOLARLY PAPERS

3

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207

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“ Here to share my own research on financial topics, mainly related to portfolio management and time series analysis. ”

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Scholarly Papers (3)

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1.

Asymmetric Volatility, Correlation Convergence, and Diversification Collapse in U.S. Equity Factors

Number of pages: 47 Posted: 04 Jan 2024 Last Revised: 02 Mar 2026

Youssef Louraoui

ESSEC Business School

Downloads 163 (482,968)

Abstract:

2.

Asymmetric Volatility, Correlation Convergence, and Diversification Collapse in US Equity Factors

ESSEC Business School Research Paper Forthcoming

Number of pages: 27 Posted: 18 Jan 2026 Last Revised: 08 Apr 2026

Youssef Louraoui

ESSEC Business School

Downloads 26 (1,459,862)

Abstract:

3.

Synthetic Data Generation for Commodity Trading: Quantitative Framework for Urals Crude Oil Market Analysis

ESSEC Business School Research Paper Forthcoming

Number of pages: 25 Posted: 14 Jan 2026 Last Revised: 08 Apr 2026

Youssef Louraoui

ESSEC Business School

Downloads 18 (1,509,872)

Abstract:

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