Guillaume Coqueret
40
Documents
Affiliation actuelle
- EMLyon Business School (EM)
Identifiants chercheurs
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guillaume-coqueret
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0000-0002-1596-4086
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115294554
- ResearcherID : I-6752-2019
Compétences
sustainable finance
machine learning
financial economics
portfolio optimization
risk management
Publications
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Publications
The Determinants of Scope 3 Disclosure among Large CorporationsSustainable Investing, World Scientific, 2024 |
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Enhancing Environment-driven Portfolios with Traditional FactorsClimate Investing, ISTE Ltd, 191-212 p., 2022, ⟨10.1002/9781394192373.ch8⟩ |
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Ensemble Learning Applied to Quant Equity: Gradient Boosting in a Multifactor FrameworkBig Data and Machine Learning in Quantitative Investment, John Wiley & Sons, 129-148 p., 2019, 9781119522195. ⟨10.1002/9781119522225.ch7⟩ |
Machine Learning for Factor Investing : Python VersionChapman and Hall/CRC, 358 p., 2023, 978-1-00-312159-6. ⟨10.1201/9781003121596⟩ |
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Machine Learning for Factor Investing : R versionCRC Press, 341 p., 2020, 978-0-367-54586-4. ⟨10.1201/9781003034858⟩ |
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Forking paths in financial economics2023 |
Empirical properties of a heterogeneous agent model in large dimensions29th Australasian Finance and Banking Conference, Dec 2016, Sydney, Australia |
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