Michel Thierry

Publications

108

Citations

H-Index

2011

Active since

Affiliations

PSG INSTITUTE OF TECHNOLOGY AND APPLIED RESEARCH(Current)

Michel Thierry is an author at PSG INSTITUTE OF TECHNOLOGY AND APPLIED RESEARCH specializing in asset pricing, management, and portfolio optimization.

Top concepts

FinanceManagementAsset PricingPortfolio ManagementPortfolio OptimizationBusinessFinancial EngineeringEngineeringAsset AllocationOperations Research

Publications per year

2011–2015

Publications

Metaheuristic multi-objective optimization of constrained futures portfolios for effective risk management

G.A. Vijayalakshmi Pai, Michel Thierry · Swarm and Evolutionary Computation · 2014 · 29 citations

Portfolio Optimization, Engineering, Risk Management +9

Generalized Risk-Based Investing

Emmanuel Jurczenko, Michel Thierry, Jérôme Teïletche · SSRN Electronic Journal · 2013 · 22 citations · Full text

Investment Strategy, Economics, Asset Pricing +5

A unified framework for risk-based investing

Emmanuel Jurczenko, Michel Thierry, Jérôme Teïletche · The Journal of Investment Strategies · 2015 · 20 citations

Financial Risk Management, Asset Allocation, Portfolio Management +16

Differential evolution based optimization of risk budgeted Equity Market Neutral Portfolios

G.A. Vijayalakshmi Pai, Michel Thierry · 2012 · 14 citations

Mathematical Programming, Engineering, Portfolio Management +16

Evolutionary optimization of Risk Budgeted long-short portfolios

G.A. Vijayalakshmi Pai, Michel Thierry · 2011 · 13 citations

Portfolio Optimization, Asset Pricing, Portfolio Selection +12

Rows per page

1–5 of 6