Agnostic Allocation Portfolios: A Sweet Spot in the Risk-Based Jungle?

Pierre-Alain Reigneron; Vincent Nguyen; Stefano Ciliberti; Philip Seager; Jean-Philippe Bouchaud

doi:10.3905/jpm.2020.1.129

Agnostic Allocation Portfolios: A Sweet Spot in the Risk-Based Jungle?

Pierre-Alain Reigneron, Vincent Nguyen, Stefano Ciliberti, Philip Seager and Jean-Philippe Bouchaud

The Journal of Portfolio Management March 2020, 46 (4) 22-38; DOI: https://doi.org/10.3905/jpm.2020.1.129

Pierre-Alain Reigneron

is an executive director at Capital Fund Management in New York, NY

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Vincent Nguyen

is a quantitative analyst at Capital Fund Management in New York, NY.

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Stefano Ciliberti

is the head of research, quantitative investment solutions at Capital Fund Management in Paris, France.

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Philip Seager

is the head of strategy, quantitative investment solutions at Capital Fund Management in Paris, France.

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Jean-Philippe Bouchaud

is the chairman and chief scientist at Capital Fund Management in Paris, France.

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Agnostic Allocation Portfolios: A Sweet Spot in the Risk-Based Jungle?

Pierre-Alain Reigneron, Vincent Nguyen, Stefano Ciliberti, Philip Seager, Jean-Philippe Bouchaud

The Journal of Portfolio Management Feb 2020, 46 (4) 22-38; DOI: 10.3905/jpm.2020.1.129

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Agnostic Allocation Portfolios: A Sweet Spot in the Risk-Based Jungle?

Pierre-Alain Reigneron, Vincent Nguyen, Stefano Ciliberti, Philip Seager, Jean-Philippe Bouchaud

The Journal of Portfolio Management Feb 2020, 46 (4) 22-38; DOI: 10.3905/jpm.2020.1.129

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