Zobrazeno 1 - 10
of 96
pro vyhledávání: '"Coqueret, Guillaume"'
Autor:
Coqueret, Guillaume, Deguest, Romain
Publikováno v:
In European Journal of Operational Research 16 October 2024 318(2):686-700
Publikováno v:
In Ecological Economics February 2025 228
Autor:
Coqueret, Guillaume
We reverse-engineer the equilibrium construction process of asset prices in order to obtain returns which depend on firm characteristics, possibly in a linear fashion. One key requirement is that agents must have demands that rely separately on firm
Externí odkaz:
http://arxiv.org/abs/2203.07865
Autor:
André, Eric, Coqueret, Guillaume
This article aims to combine factor investing and reinforcement learning (RL). The agent learns through sequential random allocations which rely on firms' characteristics. Using Dirichlet distributions as the driving policy, we derive closed forms fo
Externí odkaz:
http://arxiv.org/abs/2011.05381
Autor:
Chevalier, Guillaume1 guillaume.chevalier@axa-im.com, Coqueret, Guillaume2 coqueret@em-lyon.com, Raffinot, Thomas3 thomas.raffinot@axa-im.com
Publikováno v:
Journal of Financial Data Science. Spring2024, Vol. 6 Issue 2, p10-34. 25p.
Autor:
Bertrand, Jean-Charles jean-charles.bertrand@hsbc.fr, Coqueret, Guillaume coqueret@em-lyon.com, McLoughlin, Nicholas nicholas.mcloughlin@hsbc.com, Mesnard, Stéphane stephane.mesnard@hsbc.fr
Publikováno v:
Journal of Portfolio Management. Mar2024, Vol. 50 Issue 5, p238-263. 26p.
Autor:
Coqueret, Guillaume
Publikováno v:
In The Journal of Finance and Data Science November 2022 8:12-34