Wachi Bandara

Pluribus Labs

1331 7th St.

Berkeley, CA 94710

United States

SCHOLARLY PAPERS

4

DOWNLOADS

953

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

A Theory and Evidence on Technology, Value Premium, and Volatility

Number of pages: 101 Posted: 30 Jan 2007 Last Revised: 30 Apr 2015
Wachi Bandara and Robert Savickas
Pluribus Labs and George Washington University - School of Business - Department of Finance
Downloads 401 (89,402)
Citation 2

Abstract:

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asset productivity, asset liquidity, value premium, growth stocks, firm volatility, noise, ICAPM, elasticity of expectations

2.

The Information Content of Pre-Open Social Media

Number of pages: 20 Posted: 06 Apr 2016
Wachi Bandara
Pluribus Labs
Downloads 245 (152,006)

Abstract:

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social media, return predictability, volatility, twitter, stocktwits, pre open

3.

Term Structure Modeling with Structural Breaks: A Simple Arbitrage-Free Approach

Number of pages: 40 Posted: 18 Dec 2011 Last Revised: 19 Nov 2012
Wachi Bandara and Richard Munclinger
Pluribus Labs and Federal Home Loan Mortgage Corporation (FHLMC)
Downloads 204 (180,960)
Citation 1

Abstract:

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Term structure, Nelson-Siegel models, regime switching, arbitrage free models

4.

A Krylov Subspace Approach to Large Portfolio Optimization

Number of pages: 34 Posted: 18 Dec 2011
McGill University - Desautels Faculty of Management, Pluribus Labs and Vienna University of Technology - Institute for Mathematical Methods in Economics
Downloads 103 (312,197)

Abstract:

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Krylov subspaces, singular systems, sample covariance matrix, global minimum variance portfolio