115 Pondview Drive
Washington Crossing, PA Pennsylvania 18977
United States
Portfolio Engineering Laboratory
SSRN RANKINGS
in Total Papers Downloads
Hedge Fund, determinants, portfolio, performance, Treynor, Scholes
Hedge funds; performance attribution; market timing
Determinants, portfolio, attribution
portfolio selection, hedge fund, Markowitz
hedge fund, factor model, serial correlation, portfolio construction, asset allocation, skew
Cochrane, Asset, Pricing, Book review
Columbia, Financial Engineering, Markets, Investments
Hedge Fund, Diversification, Persistence
hedge fund, asset allocation, risk
Portfolio, hedge fund
MPT, CAPM
Portfolio Theory, Performance Analysis, CAPM, MPT
Risk, Portfolio management, Bayesian
Korajczyk, book, review, asset pricing, portfolio, performance, model, Treynor, CAPM, history
Hedge Funds, Performance Attribution, Treynor, CAPM
Boy Scouts, Pinewood Derby
Madness of Crowds, Collective Intelligence
active investing, passive investing, efficient markets, informed investors, uninformed investors, positive economics, normative economics, polynomial regression, chained price series, pre-CRSP stock returns, dividends, market timing, investment value
hedge fund, extreme value theory, regression, Cauchy, Frechet, Gamma
hedge fund, extreme value theory, regression, Cauchy, Gamma
Kurz, CAPM, Conditional, Endogenous, General Equilibrium
Rational expectations, rational beliefs, CAPM, MPT, conjecture
hedge fund, normative economics, alpha, beta, agency
Markowitz, Portable Alpha, Performance Attribution
Hedge Fund, Contagion
systemic risk, hedge funds
CAPM, Treynor, Sharpe, Lintner, Mossin
tax-loss harvesting, January effect, downward-sloping demand curves
book review, Fischer Black, Bruce Lehmann
Rubinstein, history, theory, investment, book review
Sharpe, Book review
