Author:
Kakushadze Zura,Yu Willie
Publisher
Springer Science and Business Media LLC
Subject
Information Systems and Management,Strategy and Management,Business and International Management
Reference15 articles.
1. Bouchaud, J.-P. and Potters, M. (2011) Financial applications of random matrix theory: a short review. In: G. Akemann, J. Baik and P. Di Francesco (eds.) The Oxford Handbook of Random Matrix Theory, Oxford, United Kingdom: Oxford University Press.
2. Grinold, R.C. and Kahn, R.N. (2000) Active Portfolio Management, New York, NY: McGraw-Hill.
3. Kakushadze, Z. (2014) Factor models for alpha streams. The Journal of Investment Strategies 4(1):83–109.
4. Kakushadze, Z. (2015a) Combining alpha streams with costs. The Journal of Risk 17(3):57–78.
5. Kakushadze, Z. (2015b) Combining alphas via bounded regression. Risks 3(4):474–490.
Cited by
10 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Quant Bust 2020;SSRN Electronic Journal;2020
2. Stocks;151 Trading Strategies;2018
3. Introduction and Summary;151 Trading Strategies;2018
4. Dead alphas as risk factors;Journal of Asset Management;2017-09-18
5. *K-means and cluster models for cancer signatures;Biomolecular Detection and Quantification;2017-09