Hierarchical Clustering-Based Asset Allocation
Thomas Raffinot
The Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 89-99; DOI: https://doi.org/10.3905/jpm.2018.44.2.089
Thomas Raffinot
is the Head of Quantitative Macro Strategy at Silex-IP in Paris, France
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In this issue
The Journal of Portfolio Management
Vol. 44, Issue 2
Multi-Asset Special Issue 2018
Hierarchical Clustering-Based Asset Allocation
Thomas Raffinot
The Journal of Portfolio Management Dec 2017, 44 (2) 89-99; DOI: 10.3905/jpm.2018.44.2.089