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Shrinkage=factor model
Kakushadze, Zura - In: The journal of asset management 17 (2016) 2, pp. 69-72
Persistent link: https://www.econbiz.de/10011442954
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Mean-reversion and optimization
Kakushadze, Zura - In: The journal of asset management 16 (2015) 1, pp. 14-40
Persistent link: https://www.econbiz.de/10010528222
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Russian-doll risk models
Kakushadze, Zura - In: The journal of asset management 16 (2015) 3, pp. 170-185
Persistent link: https://www.econbiz.de/10011413287
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How to combine a billion alphas
Kakushadze, Zura; Yu, Willie - In: The journal of asset management 18 (2017) 1, pp. 64-80
Persistent link: https://www.econbiz.de/10011592763
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Decoding stock market with quant alphas
Kakushadze, Zura; Yu, Willie - In: The journal of asset management 19 (2018) 1, pp. 38-48
Persistent link: https://www.econbiz.de/10011847616
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Dead alphas as risk factors
Kakushadze, Zura; Yu, Willie - In: The journal of asset management 19 (2018) 2, pp. 110-115
Persistent link: https://www.econbiz.de/10011847702