Munich Personal RePEc Archive

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Number of items: 3.

24 December 2008

Roncalli, Thierry and Weisang, Guillaume (2008): Tracking problems, hedge fund replication and alternative beta.

2 March 2009

Clauss, Pierre and Roncalli, Thierry and Weisang, Guillaume (2009): Risk Management Lessons from Madoff Fraud. Published in: International Finance Review , Vol. Credit, No. 10 (2009)

15 September 2012

Roncalli, Thierry and Weisang, Guillaume (2012): Risk Parity Portfolios with Risk Factors.

This list was generated on Thu Sep 24 08:02:02 2020 CEST.
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