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Giulio Renzi-Ricci
Institution:
Vanguard (United States)
Observed institution:
Vanguard (United States)
ORCID:
0000-0002-6307-7721
Observed ORCID:
0000-0002-6307-7721
OpenAlex ID:
A5030833696
Portfolio Optimization with Active, Passive, and Factors: Removing the Ad Hoc Step
2020
·
Roger Aliaga-Diaz
, Giulio Renzi-Ricci
, et al.
·
The Journal of Portfolio Management
·
11
Asset Allocation with ESG Preferences: Efficiently Blending Value with Values
2022
·
Douglas Grim
, Giulio Renzi-Ricci
, et al.
·
SSRN Electronic Journal
·
3
Integrating Private Equity in a Liquid Multi-Asset Portfolio
2022
·
Roger Aliaga-Diaz
, Giulio Renzi-Ricci
, et al.
·
The Journal of Portfolio Management
·
2
How to Increase the Odds of Owning the Few Stocks that Drive Returns
2019
·
Chris Tidmore
, Francis M. Kinniry
, et al.
·
The Journal of Investing
·
1
Credit Derivatives and Mortgage-Backed Securities
2016
·
Chudozie Okongwu
, Timothy McKenna
, et al.
·
Oxford University Press eBooks
·
1
From Risk Parity to Outcome Risk Parity: A Review and Extension of the Risk Parity Portfolio with Return Predictability
2024
·
Giulio Renzi-Ricci
, Oliver Harvey
, et al.
·
The Journal of Portfolio Management
Exploring the equity–bond relationship in a low-rate environment with unsupervised learning
2022
·
Lucas Baynes
, Giulio Renzi-Ricci
·
The Journal of Investment Strategies
Practical Applications of Portfolio Optimization with Active, Passive, and Factors: Removing the Ad Hoc Step
2021
·
Roger Aliaga-Diaz
, Giulio Renzi-Ricci
, et al.
·
Practical Applications
Practical Applications of Portfolio Optimization with Active, Passive, and Factors:Removing the Ad Hoc Step
2020
·
Roger Aliaga-Diaz
, Giulio Renzi-Ricci
, et al.
·
Practical Applications
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Works count:
9
Citation count:
18
H-index:
2
I10-index:
1
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