Raphael Benichou

Capital Fund Management

Raphael Benichou was born in 1983. He graduated from Ecole Polytechnique in 2006. In 2009 he obtained a PhD in Theoretical Physics from Ecole Normale Superieure, his domain of expertise being Superstring Theory. He joined CFM’s research team in 2012.

Articles by Raphael Benichou

Original research

Agnostic risk parity: taming known and unknown unknowns

This paper offers a new perspective on portfolio allocation, which avoids any explicit optimization and instead takes the point of view of symmetry.

20 Jun 2017