Jan Olszewski

Perella Weinberg Partners

Director of Risk Management

401 Congress Ave

Suite 3000

Austin, TX 78701

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 20,491

SSRN RANKINGS

Top 20,491

in Total Papers Downloads

2,878

SSRN CITATIONS

0

CROSSREF CITATIONS

7

Scholarly Papers (4)

1.

Building a Better Fund of Hedge Funds: A Fractal and Alpha-Stable Distribution Approach

Number of pages: 38 Posted: 17 Aug 2005
Jan Olszewski
Perella Weinberg Partners
Downloads 1,184 (20,746)
Citation 8

Abstract:

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Hedge funds, fund of funds, portfolio optimization, conditional value at risk (CvaR), alpha-stable

2.

Unraveling Hedge Fund Returns: An Introduction to Independent Component Analysis as an Analytical Tool

Number of pages: 29 Posted: 22 Feb 2006
Jan Olszewski
Perella Weinberg Partners
Downloads 856 (33,171)

Abstract:

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hedge funds, fund of funds, independent component analysis, principal component analysis, factor analysis

3.

Seasonality in Hedge Fund Strategies

Number of pages: 29 Posted: 01 Sep 2006
Jan Olszewski
Perella Weinberg Partners
Downloads 664 (46,860)
Citation 2

Abstract:

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Seasonality, hedge funds, cycles, dummy variables

4.

Bringing Investor Confidence Back to Alternative Investments: How Enterprise Risk Management is the Answer

Number of pages: 23 Posted: 05 Mar 2010
Jan Olszewski
Perella Weinberg Partners
Downloads 174 (204,603)

Abstract:

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Hedge Fund, Fund of Fund, Risk Management, ERM, Enterprise Risk Management, Style Analysis, Optimization, risk