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Portfolio Construction and Risk Budgeting
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Portfolio Construction and Risk Budgeting (2002)Portfolio Construction and Risk BudgetingAllocating to Thematic Investments (2022)Allocating to Thematic Invest…The surprising robustness of dynamic Mean-Variance portfolio optimization to model misspecification errors (2020)The surprising robustness of …Can robust portfolio optimisation help to build better portfolios? (2007)Can robust portfolio optimisa…Risk, Ambiguity, and the Savage Axioms (1961)Maxmin expected utility with non-unique prior (1989)Performance Analysis and Optimal Selection of Large Minimum Variance Portfolios Under Estimation Risk (2012)A Course in Microeconomic Theory (2020)Robust optimization approaches for portfolio selection: a comparative analysis (2021)Robust portfolio selection problems: a comprehensive review (2022)PORTFOLIO SELECTION* (1952)Option pricing when underlying stock returns are discontinuous (1976)Conditional value-at-risk for general loss distributions (2002)The Cross-Section of Expected Stock Returns (1992)Commonality in the determinants of expected stock returns (1996)Value and Momentum Everywhere (2013)A Systematic Review of Sustainable Investment Approaches (2022)
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  • 2007Can robust portfolio optimisation help to build better portfolios?61 cited
  • 2020The surprising robustness of dynamic Mean-Variance portfolio optimization to model misspecification errors46 cited
  • 2022Allocating to Thematic Investments39 cited

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