Follow
Giang H Nguyen
Giang H Nguyen
Verified email at vub.ac.be
Title
Cited by
Cited by
Year
highfrequency: Tools for highfrequency data analysis
K Boudt, J Cornelissen, S Payseur, G Nguyen, M Schermer
R package version 0.9, 2022
242022
Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation
D Ardia, K Boudt, G Nguyen
Quantitative Finance 18 (8), 1249-1259, 2018
172018
Smart beta equity investing through calm and storm
K Boudt, J Darras, GH Nguyen, B Peeters
Risk-Based and Factor Investing 1, 195-225, 2015
62015
Properties of the Margrabe Best-of-two strategy to tactical asset allocation
D Ardia, K Boudt, S Hartmann, GH Nguyen
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3081036, 2017
4*2017
The Low Risk Anomaly Revisited on High-Frequency Data
K Boudt, GH Nguyen, B Peeters
The Handbook of High Frequency Trading 1, 397-424, 2015
22015
Web Appendix to'Beyond Risk-Based Portfolios: Balancing Performance and Risk Contributions in Asset Allocation'
D Ardia, K Boudt, G Nguyen
Available at SSRN 3093065, 2017
12017
Package ‘highfrequency’
K Boudt, J Cornelissen, S Payseur, G Nguyen, M Schermer, MK Boudt
2023
Improving mean and covariance estimation using portfolio weights: A general framework
K Boudt, G Nguyen
Book of Abstracts, 124, 2018
2018
The system can't perform the operation now. Try again later.
Articles 1–8