Search Results - person:"Simonian, Joseph"

Quantitative global bond portfolio management

Konstantinov, Gueorgui; Fabozzi, Frank J.; Simonian, Joseph - 2024

"Quantitative Global Bond Portfolio Management offers a comprehensive discussion of quantitative modelling approaches to managing global bond and currency portfolios. Drawing on practitioner and academic research, as well as the extensive market experience of the authors, the book provides a...

Persistent link: https://www.econbiz.de/10014235363

A causal analysis of market contagion : a double machine learning approach

Simonian, Joseph - In: The journal of financial data science 5 (2023) 2, pp. 9-22

Persistent link: https://www.econbiz.de/10014308987

Sharpe parity redux

Simonian, Joseph; Martirosyan, Anna - In: The journal of portfolio management : JPM 48 (2022) 4, pp. 183-193

Persistent link: https://www.econbiz.de/10013176715

Investment decisions under almost complete causal ignorance

Simonian, Joseph - In: The journal of portfolio management : JPM 49 (2022) 1, pp. 33-38

Persistent link: https://www.econbiz.de/10014232169

Forests for Fama

Simonian, Joseph - In: The journal of financial data science 4 (2022) 1, pp. 145-157

Persistent link: https://www.econbiz.de/10014232637

Emerging market stock momentum returns during US economic regimes

Martirosyan, Anna; Simonian, Joseph - In: The journal of portfolio management : JPM 47 (2021) 7, pp. 27-45

Persistent link: https://www.econbiz.de/10012613225

Geopolitical risk in investment research : allies, adversaries, and algorithms

Simonian, Joseph - In: The journal of portfolio management : JPM 47 (2021) 9, pp. 92-109

Persistent link: https://www.econbiz.de/10012613460

Measuring investment skill in multi-asset strategies : an empirical study of the information coefficient as weighted rank correlation

Xia, Steve Q.; Simonian, Joseph - In: The journal of portfolio management : JPM 47 (2021) 4, pp. 135-144

Persistent link: https://www.econbiz.de/10012486055

Causal uncertainty in capital markets : a robust noisy-or framework for portfolio management

Simonian, Joseph - In: The journal of financial data science 3 (2021) 1, pp. 43-55

Persistent link: https://www.econbiz.de/10012486252

Risk parity : the democratization of risk in asset allocation

Fabozzi, Francesco A.; Simonian, Joseph; Fabozzi, Frank J. - In: The journal of portfolio management : JPM 47 (2021) 5, pp. 41-50

Persistent link: https://www.econbiz.de/10012503362

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