Guillaume Chevalier

AXA Investment Managers

Tour Majunga

6 Place de la Pyramide

La Défense, Paris 92908

France

SCHOLARLY PAPERS

3

DOWNLOADS
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Top 29,649

in Total Papers Downloads

3,230

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Supervised Portfolios

Number of pages: 33 Posted: 02 Nov 2021 Last Revised: 21 Jul 2022
Guillaume Chevalier, Guillaume Coqueret and Thomas Raffinot
AXA Investment Managers, EMLYON Business School and AXA-IM
Downloads 1,783 (18,335)
Citation 2

Abstract:

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Supervised learning, portfolio choice, transaction costs

2.

Interpretable Supervised Portfolios

Number of pages: 30 Posted: 30 Sep 2022
Guillaume Chevalier, Guillaume Coqueret and Thomas Raffinot
AXA Investment Managers, EMLYON Business School and AXA-IM
Downloads 810 (57,509)

Abstract:

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Interpretable Machine Learning, Rulefit, Supervised learning,portfolio construction

3.

Interactions in Asset Pricing

Number of pages: 35 Posted: 17 Jul 2023 Last Revised: 06 Nov 2023
AXA Investment Managers, EMLYON Business School, EMLYON Business School and AXA-IM
Downloads 637 (78,641)

Abstract:

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asset pricing, firm characteristics, marcoeconomic variables, machine learning, rulefit, interpretability