La théorie des portefeuilles stochastiques, principalement développée par Robert Fernholz, constitue un cadre pour analyser la structure des marchés, évaluer et optimiser la performance de portefeuilles et construire des portefeuilles ayant un comportement contrôlé. Le stage vise à implémenter et tester différentes allocations d’actifs développées dans le cadre de la théorie de portefeuilles stochastiques afin […]

The stochastic portfolio theory developed by Robert Fernholz is a mathematical framework used to build portfolios and analyze their behavior as well as the securities market structure. This new theory is consistent with market behavior. Portfolio generating functions are the focus area for the internship as they constitute versatile tools to build portfolios with specific […]

Mainly developed by Robert Fernholz, the stochastic portfolio theory is a framework used to analyze market structure, evaluate and optimize portfolio performance and build portfolios with controlled behavior. The internship aims at implementing and testing various asset allocations developed within the framework of the stochastic portfolio theory in order to supply Desjardins Gestion internationale d’actifs […]