CONSTRUCTION OF FACTOR INDICES AND ALLOCATION

Projet scientifique

The main objectives of the “Construction of factor indices and allocation” finalised research programme are the construction of proprietary indices by classification methods, the use of robust methods in the construction of these indices, and allocation of a portfolio on these indices by following different “smart beta” approaches.

 

Responsables scientifiques

Emmanuelle Jay
Emmanuelle Jay

Partenaires économiques