Coqueret, Guillaume
61  results:
Search for persons X
?
1

Unexpected opportunities in misspecified predictive regress..:

Coqueret, Guillaume ; Deguest, Romain
European Journal of Operational Research.  318 (2024)  2 - p. 686-700 , 2024
 
?
2

Dynamic decision making with predictive panels:

Coqueret, Guillaume ; Tavin, Bertrand
Journal of the Operational Research Society.  75 (2023)  6 - p. 1055-1075 , 2023
 
?
3

ESG news spillovers across the value chain:

Le Tran, Vu ; Coqueret, Guillaume
Financial Management.  52 (2023)  4 - p. 677-710 , 2023
 
?
5

Persistence in factor-based supervised learning models:

Coqueret, Guillaume
The Journal of Finance and Data Science.  8 (2022)  - p. 12-34 , 2022
 
?
7

Supervised portfolios:

Chevalier, Guillaume ; Coqueret, Guillaume ; Raffinot, Thomas
Quantitative Finance.  22 (2022)  12 - p. 2275-2295 , 2022
 
?
9

Stock-specific sentiment and return predictability:

Coqueret, Guillaume
Quantitative Finance.  20 (2020)  9 - p. 1531-1551 , 2020
 
?
11

Training trees on tails with applications to portfolio choi..:

Coqueret, Guillaume ; Guida, Tony
Annals of Operations Research.  288 (2020)  1 - p. 181-221 , 2020
 
?
12

Procedural rationality, asset heterogeneity and market sele..:

Coqueret, Guillaume ; Tavin, Bertrand
Journal of Mathematical Economics.  82 (2019)  - p. 125-149 , 2019
 
?
 
?
14

Ensemble Learning Applied to Quant Equity: Gradient Boostin..:

, In: Big Data and Machine Learning in Quantitative Investment,
Guida, Tony ; Coqueret, Guillaume - p. 129-148 , 2018
 
1-15