52

Risk Adjusted Growth Portfolio in a Finite Investment Horizon

Year:
2015
Language:
english
File:
PDF, 681 KB
english, 2015
53

Editorial Introduction: New Mathematical Tools in the Quant Arsenal

Year:
2016
Language:
english
File:
PDF, 105 KB
english, 2016
54

Evaluation and Ranking of Market Forecasters

Year:
2017
Language:
english
File:
PDF, 651 KB
english, 2017
55

The Sharpe Ratio Efficient Frontier

Year:
2011
Language:
english
File:
PDF, 1.43 MB
english, 2011
56

Advances in Financial Machine Learning: Lecture 3/10

Year:
2018
Language:
english
File:
PDF, 1.53 MB
english, 2018
57

Determining Optimal Trading Rules Without Backtesting

Year:
2014
Language:
english
File:
PDF, 2.29 MB
english, 2014
58

Advances in Financial Machine Learning: Lecture 6/10

Year:
2018
Language:
english
File:
PDF, 1.88 MB
english, 2018
59

Balanced Hedging and Trading Baskets

Year:
2012
Language:
english
File:
PDF, 1.62 MB
english, 2012
60

Do Financial Gurus Produce Reliable Forecasts?

Year:
2018
Language:
english
File:
PDF, 333 KB
english, 2018
61

The Portfolio Oversight Decision: A Mixture of Gaussians Approach

Year:
2012
Language:
english
File:
PDF, 1.03 MB
english, 2012
62

Advances in Financial Machine Learning: Lecture 7/10

Year:
2018
Language:
english
File:
PDF, 1.40 MB
english, 2018
64

Advances in Financial Machine Learning: Lecture 5/10

Year:
2018
Language:
english
File:
PDF, 1.43 MB
english, 2018
65

Advances in Financial Machine Learning: Lecture 2/10

Year:
2018
Language:
english
File:
PDF, 1.57 MB
english, 2018
66

VPIN and the Flash Crash: A rejoinder

Year:
2014
Language:
english
File:
PDF, 229 KB
english, 2014
68

Kinetic Component Analysis

Year:
2014
Language:
english
File:
PDF, 942 KB
english, 2014
74

An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization

Year:
2013
Language:
english
File:
PDF, 401 KB
english, 2013
76

Assessing Investment Performance under Non-Normal and Serially-Correlated Returns

Year:
2012
Language:
english
File:
PDF, 1.08 MB
english, 2012
77

INVITED EDITORIAL COMMENT

Year:
2016
Language:
english
File:
PDF, 187 KB
english, 2016
80

INVITED EDITORIAL COMMENT

Year:
2017
Language:
english
File:
PDF, 99 KB
english, 2017
81

Advances in Financial Machine Learning: Lecture 8/10

Year:
2018
Language:
english
File:
PDF, 912 KB
english, 2018
85

Stochastic Flow Diagrams

Year:
2014
Language:
english
File:
PDF, 2.21 MB
english, 2014
88

Deflating the Sharpe Ratio

Year:
2014
Language:
english
File:
PDF, 1.14 MB
english, 2014
91

Managing Risks in a Risk-On/Risk-Off Environment

Year:
2012
Language:
english
File:
PDF, 1.25 MB
english, 2012
93

Advances in Cointegration and Subset Correlation Hedging Methods

Year:
2012
Language:
english
File:
PDF, 929 KB
english, 2012
94

Advances in Financial Machine Learning: Lecture 9/10

Year:
2018
Language:
english
File:
PDF, 1.47 MB
english, 2018
96

Quantum Computing (in 5 Minutes or Less) (Presentation Slides)

Year:
2015
Language:
english
File:
PDF, 935 KB
english, 2015
99

Recent Trends in Empirical Finance

Year:
2015
Language:
english
File:
PDF, 2.11 MB
english, 2015
100

Optimal Execution Horizon

Year:
2012
Language:
english
File:
PDF, 1.44 MB
english, 2012