【作者(必填)】
Scott Gladstone, Ananth Madhavan, Anita Rana and Andrew Ang
【文题(必填)】
Macro Factor Model: Application to Liquid Private Portfolios
【年份(必填)】
2021

【作者(必填)】
Vineer Bhansali and Jeremie Holdom
【文题(必填)】
Diversifying Diversification: Downside Risk Management with Portfolios of Insurance Securities
【年份(必填)】
2021

【作者(必填)】
Steve Q. Xia and Joseph Simonian
【文题(必填)】
Measuring Investment Skill in Multi-Asset Strategies: An Empirical Study of the Information Coefficient as Weighted Rank Correlation
【年份(必填)】
2021

【作者(必填)】
Mirko Cardinale, Narayan Y. Naik and Varun Sharma
【文题(必填)】
Forecasting Long-Horizon Volatility for Strategic Asset Allocation
【年份(必填)】
2021

【作者(必填)】
Michael Stamos and Thomas Zimmerer
【文题(必填)】
Managing Portfolio Volatility
【年份(必填)】
2021


【作者(必填)】

Jérôme Gava, Francisco Guevara and Julien Turc
【文题(必填)】
Turning Tail Risks into Tailwinds
【年份(必填)】
2021


【作者(必填)】

Joseph Simonian
【文题(必填)】
Factor Allocation as Reverse Attribution
【年份(必填)】
2021


【作者(必填)】

Kevin Khang
【文题(必填)】
Model Risk in Risk Models: Quantifying Statistical Uncertainty in Active Risk
【年份(必填)】
2021


【作者(必填)】

Otto Waser
【文题(必填)】
Modelling the Shiller CAPE Ratio, Mean Reversion, and Return Forecasts
【年份(必填)】
2021