Jean-Charles Richard

Identifiers

• name variant Jean-Charles Richard 0.60 · backfill

Papers (2)

1. Constrained Risk Budgeting Portfolios: Theory, Algorithms, Applications & Puzzles q-fin.PM · 2019 · author #1
2. A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios q-fin.PM · 2013 · author #2

Mentions

• 1311.4057 #2 · backfill · confidence 0.70 Jean-Charles Richard

Frequent Coauthors

• Thierry Roncalli 2 shared papers
• Th\'eophile Griveau-Billion 1 shared papers