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Paper / 2026SMQ / 89606179536679
Do Venture Capitalists Beat Random Allocation?
Jean‐Philippe Bouchaud / Max Sina Knicker / Michael Benzaquen
portfolio managementResource overview

Do Venture Capitalists Beat Random Allocation?

Paper2026

by Jean‐Philippe Bouchaud, Max Sina Knicker, Michael Benzaquen

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portfolio management

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Suggested foundations for portfolio construction. Specialist prerequisites vary by paper.

Before you read

  1. Eigenvalues and Covariance Matrices

    Understand the covariance structure of portfolio risk.

  2. Constrained and Convex Optimisation

    Read objectives, constraints and optimality conditions.

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  1. Mean-Variance Optimisation

    Construct allocations and examine sensitivity to estimated inputs.

  2. Portfolio Constraints

    Turn mathematical weights into feasible portfolio decisions.

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