Guangliang He

Goldman Sachs Group, Inc. - Quantitative Strategy Group

Vice President

32 Old Slip, 24th Floor

New York, NY 10005

United States

Independent

SCHOLARLY PAPERS

2

DOWNLOADS
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Top 1,568

in Total Papers Downloads

24,697

SSRN CITATIONS
Rank 20,785

SSRN RANKINGS

Top 20,785

in Total Papers Citations

13

CROSSREF CITATIONS

36

Scholarly Papers (2)

1.

The Intuition Behind Black-Litterman Model Portfolios

Number of pages: 27 Posted: 28 Oct 2002
Guangliang He, Guangliang He and Robert Litterman
IndependentGoldman Sachs Group, Inc. - Quantitative Strategy Group and Kepos Capital
Downloads 24,697 (120)
Citation 60

Abstract:

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Baysian, Black-Litterman model, CAPM, mean-variance analysis, portfolio selection

2.

Drawdown Controlled Optimal Portfolio Selection with Linear Constraints on Portfolio Weights

Posted: 07 Nov 2001
Guangliang He and Guangliang He
IndependentGoldman Sachs Group, Inc. - Quantitative Strategy Group

Abstract:

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drawdown, optimal portfolio, dynamic programming, linear constraints