Daniel P. Palomar

icon indicating a website link https://www.danielppalomar.com/

icon company Hong Kong Univ. of Sci&Tech (HKUST) icon location Clear Water Bay, Hong Kong icon location Professor of Optimization, Hong Kong University of Science and Technology (HKUST)

Results 6 repositories owned by Daniel P. Palomar

riskParityPortfolio

101
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Design of Risk Parity Portfolios

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covFactorModel

29
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12
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Covariance Matrix Estimation via Factor Models

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highOrderPortfolios

22
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7
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Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis

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imputeFin

22
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Imputation of Financial Time Series with Missing Values and/or Outliers

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portfolioBacktest

54
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11
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Automated Backtesting of Portfolios over Multiple Datasets

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sparseIndexTracking

48
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14
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Design of Portfolio of Stocks to Track an Index

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