Boris Fays

Risk Optimizations on Basis Portfolios: The Role of Sorting

Boris Fays, Marie Lambert, Nicolas A. Papageorgiou, 2020 .

Factoring Characteristics into Returns: A Clinical Study on the SMB and HML Portfolio Construction Methods

Boris Fays, Marie Lambert, Georges Hübner, 2020, Journal of Banking & Finance.

Risk optimizations on basis portfolios: The role of sorting

Nicolas Papageorgiou, Boris Fays, Marie Lambert, 2021 .