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Essays on asset pricing and portfolio allocation

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Director
Defense Thèse de doctorat : Univ. Genève, 2016 - GSEM 25 - 2016/07/21
Abstract I focus my research on asset pricing with a focus on portfolio allocation and general equilibrium models. Portfolio allocation is of utmost importance for the industry. We show the importance of optimal portfolio allocation for large unbalanced equity data sets compared to naive diversification.
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URN: urn:nbn:ch:unige-856218
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COUPY, Sébastien. Essays on asset pricing and portfolio allocation. Université de Genève. Thèse, 2016. https://archive-ouverte.unige.ch/unige:85621

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Deposited on : 2016-08-03

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