Concepedia

Denis B. Chaves

DB

9

Publications

279

Citations

9

H-Index

2011

Active since

Affiliations

Capital Group (United States)(Current)

Reliant Technologies (United States)

University of California, Los Angeles

Anderson University - South Carolina

Denis B. Chaves is an author at Capital Group (United States) specializing in asset pricing, finance, and financial economics.

Top concepts

FinanceAsset PricingBusinessFinancial EconomicsEconomicsManagementRisk ManagementAsset AllocationPortfolio SelectionPortfolio Management

Publications per year

2011–2017

9

Publications

9

Demographic Changes, Financial Markets, and the Economy

Robert D. Arnott, Denis B. Chaves · Financial Analysts Journal · 2012 · 56 citations

Efficient Algorithms for Computing Risk Parity Portfolio Weights

Denis B. Chaves, Jason C. Hsu, Feifei Li et al. · SSRN Electronic Journal · 2012 · 49 citations · Full text

Risk Parity Portfolio vs. Other Asset Allocation Heuristic Portfolios

Denis B. Chaves, Jason C. Hsu, Feifei Li et al. · The Journal of Investing · 2011 · 46 citations · Full text

Asset Allocation, Portfolio Management, Equity Portfolios +21

Efficient Algorithms for Computing RiskParity Portfolio Weights

Denis B. Chaves, Jason C. Hsu, Feifei Li et al. · The Journal of Investing · 2012 · 40 citations

Mathematical Programming, Engineering, Machine Learning +17

Momentum and mean-reversion in commodity spot and futures markets

Denis B. Chaves, Vivek Viswanathan · Journal of commodity markets · 2016 · 31 citations

Economics, Financial Economics, Asset Pricing +7

Rows per page

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