Concepedia

Benjamin Bruder

BB

7

Publications

274

Citations

7

H-Index

2008

Active since

Affiliations

Université d'Évry Val-d'Essonne(Current)

Laboratoire de Probabilités et Modèles Aléatoires

Capital University

Benjamin Bruder is an author at Université d'Évry Val-d'Essonne specializing in approximation theory, numerical analysis, and inverse problems.

Top concepts

EngineeringOption PricingProcess ControlInverse ProblemsNumerical AnalysisSystems EngineeringApproximation TheoryMathematical ModelingMathematical ProgrammingCombinatorial Optimization

Publications per year

2008–2016

7

Publications

7

Managing Risk Exposures Using the Risk Budgeting Approach

Benjamin Bruder, Thierry Roncalli · SSRN Electronic Journal · 2012 · 96 citations · Full text

Impulse control problem on finite horizon with execution delay

Benjamin Bruder, Huyên Pham · Stochastic Processes and their Applications · 2008 · 55 citations

Time Delay System, Real-time Control, Impulse Control Problem +3

Regularization of Portfolio Allocation

Benjamin Bruder, Nicolas Gaussel, Jean-Charles Richard et al. · SSRN Electronic Journal · 2013 · 31 citations · Full text

Trend Filtering Methods for Momentum Strategies

Benjamin Bruder, Tung-Lam Dao, Jean-Charles Richard et al. · SSRN Electronic Journal · 2011 · 29 citations · Full text

Risk Parity Portfolios with Skewness Risk: An Application to Factor Investing and Alternative Risk Premia

Benjamin Bruder, Nazar Kostyuchyk, Thierry Roncalli · SSRN Electronic Journal · 2016 · 24 citations · Full text

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