Guillaume Coqueret

Available identifiers

Publication	Date of Publication	Type
Machine Learning for Factor Investing	2023-09-04	Paper
Supervised portfolios	2023-06-20	Paper
Machine Learning in Finance: From Theory to Practice	2021-12-01	Paper
Machine Learning for Factor Investing	2021-01-27	Paper
Stock-specific sentiment and return predictability	2020-12-07	Paper
Training trees on tails with applications to portfolio choice	2020-04-22	Paper
Procedural rationality, asset heterogeneity and market selection	2019-06-26	Paper
Empirical properties of a heterogeneous agent model in large dimensions	2018-08-09	Paper
An investigation of model risk in a market with jumps and stochastic volatility	2016-10-07	Paper
On the supremum of the spectrally negative stable process with drift	2015-12-23	Paper
Diversified minimum-variance portfolios	2015-06-26	Paper
Second order risk aggregation with the Bernstein copula	2015-01-28	Paper
Lookback option prices under a spectrally negative tempered-stable model	2013-07-24	Paper
Approximation of probabilistic Laplace transforms and their inverses	2013-01-25	Paper

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