Sébastien Maillard

Lyxor Asset Management

Paris

France

SCHOLARLY PAPERS

2

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684

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6

Scholarly Papers (2)

1.

Risk-Based Indexation

Number of pages: 29 Posted: 01 Apr 2010 Last Revised: 29 Jan 2011
Paul Demey, Sébastien Maillard and Thierry Roncalli
Lyxor Asset Management, Lyxor Asset Management and Amundi Asset Management
Downloads 684 (36,191)
Citation 16

Abstract:

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Risk-Based Indexation, Fundamental Indexation, Market Capitalization, Equity Indexes, Diversification, Portfolio Optimization, Robust Estimation

2.

On the Properties of Equally-Weighted Risk Contributions Portfolios

Posted: 21 May 2019
Sébastien Maillard, Thierry Roncalli and Jerome Teiletche
Lyxor Asset Management, Amundi Asset Management and Unigestion

Abstract:

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Asset allocation, risk contributions, minimum-variance, portfolio construction, risk budgeting, portfolio diversification