Paper
Institutional Crowding and the Moments of Momentum
SSRN Electronic Journa…, 2017
Paper
Time-Varying Predictability of Consumption Growth, Macro-Uncertainty, and Risk Premiums
SSRN Electronic Journa…, 2017
Paper
Hedging with an Edge: Parametric Currency Overlay
SSRN Electronic Journa…, 2017
Paper
Lest we forget: Using Out-Of-Sample Errors in Portfolio Optimization
SSRN Electronic Journa…, 2017
...loading...