Ludovic Calès

Publication Activity (10 Years)

Years Active: 2011-2023
Publications (10 Years): 4

Top Topics

Portfolio Optimization

Portfolio Management

Top Venues

Publications

Ludovic Calès, Apostolos Chalkis, Ioannis Z. Emiris, Vissarion Fisikopoulos
Practical volume approximation of high-dimensional convex bodies, applied to modeling portfolio dependencies and financial crises. Comput. Geom. 109 (2023)
Ludovic Calès, Apostolos Chalkis, Ioannis Z. Emiris
The cross-sectional distribution of portfolio returns and applications. CoRR (2021)
Ludovic Calès, Apostolos Chalkis, Ioannis Z. Emiris, Vissarion Fisikopoulos
Practical Volume Computation of Structured Convex Bodies, and an Application to Modeling Portfolio Dependencies and Financial Crises. SoCG (2018)
Ludovic Calès, Apostolos Chalkis, Ioannis Z. Emiris, Vissarion Fisikopoulos
Practical volume computation of structured convex bodies, and an application to modeling portfolio dependencies and financial crises. CoRR (2018)
Monica Billio, Ludovic Calès, Dominique Guégan
Portfolio symmetry and momentum. Eur. J. Oper. Res. 214 (3) (2011)