Jean-Philippe Gagnon-Fleury

Publication Activity (10 Years)

Years Active: 2017-2017
Publications (10 Years): 2

Top Topics

Decision Makers

Portfolio Optimization

Investment Decisions

Top Venues

Ann. Oper. Res.

J. Open Source Softw.

Publications

David Ardia, Kris Boudt, Jean-Philippe Gagnon-Fleury
RiskPortfolios: Computation of Risk-Based Portfolios in R. J. Open Source Softw. 2 (10) (2017)
David Ardia, Guido Bolliger, Kris Boudt, Jean-Philippe Gagnon-Fleury
The impact of covariance misspecification in risk-based portfolios. Ann. Oper. Res. 254 (1-2) (2017)