Romain Deguest

Romain Deguest

IÉSEG School of Management - Lille / France
Business & Management / Strategic Management
AD Scientific Index ID: 1662196
Institut d'Économie Scientifique et de Gestion
person_outline Romain Deguest's MOST POPULAR ARTICLES
1-) Robustness and sensitivity analysis of risk measurement proceduresR Cont, R Deguest, G ScandoloQuantitative finance 10 (6), 593-606, 20103822010
2-) Risk parity and beyond-from asset allocation to risk allocation decisionsR Deguest, L Martellini, A MeucciSSRN, 2013592013
3-) Loss-based risk measuresR Cont, R Deguest, XD HeStatistics & Risk Modeling 30 (2), 133-167, 2013582013
4-) Risk budgeting and diversification based on optimized uncorrelated factorsA Meucci, A Santangelo, R DeguestAvailable at SSRN 2276632, 2015462015
5-) Measuring portfolio diversification based on optimized uncorrelated factorsA Meucci, A Santangelo, R DeguestAvailable at SSRN, 2014402014