2 citations · 5 across the 4 of their papers we have counts for
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q-fin.PM2024
Randomized Control in Performance Analysis and Empirical Asset Pricing
Cyril Bachelard, Apostolos Chalkis, Vissarion Fisikopoulos +1
The present article explores the application of randomized control techniques in empirical asset pricing and performance evaluation. It introduces geometric random walks, a class o…
q-fin.PM2020
Modeling asset allocation strategies and a new portfolio performance score
Apostolos Chalkis, Emmanouil Christoforou, Ioannis Z. Emiris +1
We discuss and extend a powerful, geometric framework to represent the set of portfolios, which identifies the space of asset allocations with the points lying in a convex polytope…