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researcher

T. Roncalli

13 papers hereh-index 293.9k citations123 works total

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

author position
  • sole author2
  • first author2
  • middle author4
  • last author5

Across the 13 of 13 papers where every author was matched, so the position is known.

fields
  • q-fin.PM9
  • q-fin.RM3
  • cs.LG1

identity via Semantic Scholar / OpenAlex

activity
20132022
most citedMachine Learning Optimization Algorithms & Portfolio Allocation

7 citations · 19 across the 10 of their papers we have counts for

collaborators
Showing 2014Show all

1 paper · 1 filter

q-fin.PM2014

Introduction to Risk Parity and Budgeting

Thierry Roncalli

Although portfolio management didn't change much during the 40 years after the seminal works of Markowitz and Sharpe, the development of risk budgeting techniques marked an importa…

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