no code implementations • 29 Oct 2020 • Carmine de Franco, Johann Nicolle, Huyên Pham
We study a discrete-time portfolio selection problem with partial information and maxi\-mum drawdown constraint.
no code implementations • 18 Feb 2020 • Carmine de Franco, Christophe Geissler, Vincent Margot, Bruno Monnier
We designed a machine learning algorithm that identifies patterns between ESG profiles and financial performances for companies in a large investment universe.