Juliana Caicedo-Llano

Universit´e d’Evry-Val-d’Essonne

Boulevard François Mitterrand

Évry, 91000

France

SCHOLARLY PAPERS

2

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CITATIONS

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Scholarly Papers (2)

1.

Market Integration: A Risk Budgeting Guide for Pure Alpha Investors

Number of pages: 21 Posted: 06 Mar 2007
Juliana Caicedo-Llano and Thomas Dionysopoulos
Universit´e d’Evry-Val-d’Essonne and AXIANTA Research and Avenir Finance Investment Managers
Downloads 473 (44,804)
Citation 1

Abstract:

Market Integration, Long-Short, Covariance, Shrinkage, risk budgeting, Portfolio Selection, Principal Components

2.

Sparse Modeling of Volatile Financial Time Series Via Low-Dimensional Patterns Over Learned Dictionaries

Algorithmic Finance 2015, 4:3-4, 139-158
Number of pages: 21 Posted: 27 Jan 2016
George Tzagkarakis, Juliana Caicedo-Llano and Thomas Dionysopoulos
EONOS Investment Technologies, Universit´e d’Evry-Val-d’Essonne and AXIANTA Research and Avenir Finance Investment Managers
Downloads 0 (153,841)

Abstract: