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q-fin.PR2025
Revisiting the Structure of Trend Premia: When Diversification Hides Redundancy
Alban Etienne, Jean-Jacques Ohana, Eric Benhamou +3
Recent work has emphasized the diversification benefits of combining trend signals across multiple horizons, with the medium-term window-typically six months to one year-long viewe…
q-fin.PR2025
Building Trust in Illiquid Markets: an AI-Powered Replication of Private Equity Funds
E. Benhamou, JJ. Ohana, B. Guez +2
In response to growing demand for resilient and transparent financial instruments, we introduce a novel framework for replicating private equity (PE) performance using liquid, AI-e…