Get started
Author

Thomas Raffinot

Observed name: Raffinot, Thomas
Institution: AXA (France)
ORCID: 0000-0003-2338-3596
Observed ORCID: 0000-0003-2338-3596
OpenAlex ID: A5089358533
Hierarchical Clustering Based Asset Allocation
2016 · Thomas Raffinot · The Journal of Portfolio Management · 132
The Hierarchical Equal Risk Contribution Portfolio
2018 · Thomas Raffinot · SSRN Electronic Journal · 47
Supervised portfolios
2022 · Guillaume Chevalier, Guillaume Coqueret, et al. · Quantitative Finance · 10
Investing Through Economic Cycles with Ensemble Machine Learning Algorithms
2016 · Thomas Raffinot · SSRN Electronic Journal · 7
Regret-Optimized Portfolio Enhancement through Deep Reinforcement Learning and Future Looking Rewards
2025 · Daniil Karzanov, Rubén Garzón, et al. · ACM International Conference on AI in Finance (ICAIF) · 5
PDF
Time-Varying Risk Premiums and Economic Cycles
2017 · Thomas Raffinot · SSRN Electronic Journal · 5
A monthly indicator of GDP for Euro-Area based on business surveys
2007 · Thomas Raffinot · Applied Economics Letters · 4
Can Macroeconomists Get Rich Nowcasting Output Gap Turning Points with a Simple Machine-Learning Algorithm?
2015 · Thomas Raffinot · SSRN Electronic Journal · 2
Interest-Rates-Free Monetary Policy Rule
2017 · Thomas Raffinot · SSRN Electronic Journal · 1
Understanding the Impact of Large Scale Asset Purchases on Long-Term Government Bond Yields: The Quantitative Easing Paradox
2014 · Thomas Raffinot · SSRN Electronic Journal · 1
Interactions in Asset Pricing
2023 · Guillaume CHEVALIER, Guillaume Coqueret, et al. · SSRN Electronic Journal
Interactions in Asset Pricing
2023 · Guillaume Coqueret, Guillaume Chevalier, et al. · SSRN Electronic Journal
Interpretable Supervised Portfolios
2022 · Guillaume CHEVALIER, Guillaume Coqueret, et al. · The Journal of Financial Data Science
Practical Applications of Hierarchical Clustering-Based Asset Allocation
2018 · Thomas Raffinot · Practical Applications
Asset Allocation, Economic Cycles and Machine Learning
2017 · Thomas Raffinot · theses.fr (ABES)
PDF
A Simple and Efficient Macroeconomic Framework for Asset Allocation
2014 · Thomas Raffinot · SSRN Electronic Journal
A non-parametric method to nowcast the Euro Area IPI
2008 · Laurent Ferrara, Thomas Raffinot · RePEc: Research Papers in Economics
Works count: 18
Citation count: 214
H-index: 5
I10-index: 3
Year
Topic
Type