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).
International portfolio selection: diversification, risk attitude and investment barriers.
Behavioral finance, Contraintes Spécifiques, Exchange rates, Finance comportementale, Higher Moments, Moments supérieurs, Optimal Portfolio, Portefeuille Optimal, Specifics constraints, Taux de change
Bayesian learning for the Markowitz portfolio selection problem.
Bayesian learning, Markowitz problem, Optimal portfolio, Portfolio selection
Bayesian learning for the markowitz portfolio selection problem.
Bayesian learning, Markowitz problem, Optimal portfolio, Portfolio selection