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Statistical risk models
Kakushadze, Zura; Yu, Willie - In: The journal of investment strategies 6 (2017) 2, pp. 1-40
Persistent link: https://www.econbiz.de/10011668127
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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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Machine learning risk models
Kakushadze, Zura; Yu, Willie - In: Journal of risk & control 6 (2019) 1, pp. 37-64
Persistent link: https://www.econbiz.de/10012237599
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Statistical industry classification
Kakushadze, Zura; Yu, Willie - In: Journal of risk & control 3 (2016) 1, pp. 17-65
Persistent link: https://www.econbiz.de/10012229122
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Notes on Fano ratio and portfolio optimization
Kakushadze, Zura; Yu, Willie - In: Journal of risk & control 5 (2018) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10012229128
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ETF risk models
Kakushadze, Zura; Yu, Willie - In: Bulletin of applied economics 9 (2022) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10013407268