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researcher

D. Saltiel

15 papers hereh-index 10268 citations67 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author2
  • middle author12
  • last author1

Across the 15 of 15 papers where every author was matched, so the position is known.

fields
  • cs.LG7
  • cs.CL2
  • q-fin.PM2
  • q-fin.ST2
  • q-fin.RM1
  • stat.ML1

identity via Semantic Scholar / OpenAlex

activity
20182024
most citedBridging the gap between Markowitz planning and deep reinforcement learning

2 citations · 4 across the 4 of their papers we have counts for

collaborators
Showing q-fin.RMShow all

1 paper · 1 filter

q-fin.RM2019

Testing Sharpe ratio: luck or skill?

Eric Benhamou, David Saltiel, Beatrice Guez +1

Sharpe ratio (sometimes also referred to as information ratio) is widely used in asset management to compare and benchmark funds and asset managers. It computes the ratio of the (e…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.