collaborators

1 paper

q-fin.PM2019

The Case for Long-Only Agnostic Allocation Portfolios

Pierre-Alain Reigneron, Vincent Nguyen, Stefano Ciliberti +2

We advocate the use of Agnostic Allocation for the construction of long-only portfolios of stocks. We show that Agnostic Allocation Portfolios (AAPs) are a special member of a fami…