Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Conditional Mean-Variance and Mean-Semivariance models in portfolio optimization.
Conditional Semivariance, Conditional Variance, DownSide Risk, Kernel Method, Nonparametric Mean prediction
Towards dynamical Portfolio allocation Selections.
Conditional Semivariance, Conditional Variance, DownSide Risk, Kernel Method, Nonparametric Mean prediction