Th\'eophile Griveau-Billion

Identifiers

• name variant Th\'eophile Griveau-Billion 0.60 · backfill

Papers (2)

1. Efficient computation of mean reverting portfolios using cyclical coordinate descent q-fin.PM · 2019 · author #1
2. A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios q-fin.PM · 2013 · author #1

Mentions

• 1311.4057 #1 · backfill · confidence 0.70 Th\'eophile Griveau-Billion

Frequent Coauthors

• Ben Calderhead 1 shared papers
• Jean-Charles Richard 1 shared papers
• Thierry Roncalli 1 shared papers