| Machine learning for factor investing: R version G Coqueret, T Guida Chapman and Hall/CRC, 2020 | 43 | 2020 |
| Diversified minimum-variance portfolios G Coqueret Annals of Finance 11 (2), 221-241, 2015 | 38 | 2015 |
| Characteristics-based portfolio choice with leverage constraints M Ammann, G Coqueret, JP Schade Journal of Banking & Finance 70, 23-37, 2016 | 36 | 2016 |
| Stock-specific sentiment and return predictability G Coqueret Quantitative Finance 20 (9), 1531-1551, 2020 | 34 | 2020 |
| Herding behavior among wine investors B Aytaç, G Coqueret, C Mandou Economic Modelling 68, 318-328, 2018 | 33 | 2018 |
| Scopes of carbon emissions and their impact on green portfolios T Anquetin, G Coqueret, B Tavin, L Welgryn Economic Modelling 115, 105951, 2022 | 27* | 2022 |
| Approximate NORTA simulations for virtual sample generation G Coqueret Expert Systems with Applications 73, 69-81, 2017 | 19 | 2017 |
| An investigation of model risk in a market with jumps and stochastic volatility G Coqueret, B Tavin European Journal of Operational Research 253 (3), 648-658, 2016 | 18 | 2016 |
| Perspectives in sustainable equity investing G Coqueret CRC Press, 2022 | 15* | 2022 |
| Equity Portfolios with Improved Liability-Hedging Benefits G Coqueret, L Martellini, V Milhau Journal of Portfolio Management 43 (2), 37-49, 2017 | 15 | 2017 |
| Stock returns and the cross-section of characteristics: A tree-based approach G Coqueret, T Guida Available at SSRN 3169773, 2018 | 14 | 2018 |
| Estimating covariance matrices for portfolio optimization G Coqueret, V Milhau ERI Scientific Beta White Paper, 2014 | 13 | 2014 |
| Optimal wine pricing for restaurants G Coqueret Journal of Wine Economics 10 (2), 204-224, 2015 | 11 | 2015 |
| Persistence in factor-based supervised learning models G Coqueret Journal of Finance and Data Science 8, 12-34, 2022 | 10 | 2022 |
| Ensemble learning applied to quant equity: gradient boosting in a multifactor framework T Guida, G Coqueret Big data and machine learning in quantitative investment, 129-148, 2019 | 10 | 2019 |
| Factor investing with reinforcement learning G Coqueret, E André Available at SSRN 4103045, 2022 | 9* | 2022 |
| Boosting ESG-based optimization with asset pricing characteristics G Coqueret, S Stiernegrip, C Morgenstern, J Kelly, J Frey-Skött, ... Available at SSRN 3877242, 2021 | 7 | 2021 |
| Training trees on tails with applications to portfolio choice G Coqueret, T Guida Annals of Operations Research 288 (1), 181-221, 2020 | 7 | 2020 |
| Empirical properties of a heterogeneous agent model in large dimensions G Coqueret Journal of Economic Dynamics and Control 77, 180-201, 2017 | 7 | 2017 |
| Second order risk aggregation with the Bernstein copula G Coqueret Insurance: Mathematics and Economics 58, 150-158, 2014 | 7 | 2014 |
Tony GuidaSenior Quantitative PMVerified email at ram-ai.com
