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  1. research-portfolio research-portfolio Public

    An overview of my research projects

  2. smart-alpha smart-alpha Public

    A replication of Smart Alpha: active management with unstable and latent factors (Boucher et al. 2021)

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  3. concentrate-portfolio concentrate-portfolio Public

    A replication of Concentrated portfolio selection models based on historical data (Chen, Z., Li, Z., & Wang, L. 2014)

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  4. Attainable-Concordance-Signature Attainable-Concordance-Signature Public

    An applied study on Swiss Market Index motivated by On attainability of Kendall’s tau matrices and concordance signatures. (McNeil et al 2022)

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