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Financial Statistics & Risk Management Program
Financial Data Science & Risk Management Program
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Articles
Title
Optimal Hedging Monte Carlo
Experiments in Conditioning Risk Estimates with Quantified News
Models and Algorithms for Understanding the US Equity Derivative Markets
Multiperiod Portfolio Selection and Bayesian Dynamic Models
Utilizing 'Big Data' to Generate Alpha in Portfolios of Consumer Equities
Notes on the Role of Transaction Costs in Portfolio Analysis
Is There Alpha in Stock Buybacks? A Case Study
SEVEN SINS OF QUANTITATIVE INVESTING
Quantitative Practices in Credit Risk for CCAR/DFAST Stress Testing
Generating Alpha with Equity P/E Factor Models
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