Martín Arnaiz Iglesias

I am Martín Arnaiz Iglesias, a PhD student at the Centre d’Économie de la Sorbonne – a joint research laboratory of CNRS, Université Paris 1 Panthéon-Sorbonne, and IRD. I am part of the Financial Modelling team, and my research focuses on stochastic approximation schemes in finance, particularly their applications to risk budgeting and other financial processes. My thesis is supervised by Noufel Frikha.

Publications

  • Mirror Descent Algorithms for Risk Budgeting Portfolios. Martín Arnaiz Iglesias, Adil Rengim Cetingoz, Noufel Frikha. 2024. arXiv Hal Code .