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Maymin, Zakhar's
Scholarly Papers
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Total Downloads
1,230 |
Total
Citations
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1.
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Maymin, Philip NYU Poly - Department of Finance and Risk Engineering Maymin, Zakhar Gerstein Fisher
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11 Apr 10
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22 Apr 12
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458
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regulation, crisis, portfolio management, value-at-risk, risk
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Fisher, Gregg S. Gerstein Fisher Maymin, Philip NYU Poly - Department of Finance and Risk Engineering Maymin, Zakhar Gerstein Fisher
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15 Jan 13
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Last Revised:
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28 Mar 13
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376
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portfolio, risk parity, minimax, game theory, optimal, tangency, mean variance, maximin, Sharpe ratio
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Maymin, Philip NYU Poly - Department of Finance and Risk Engineering Maymin, Zakhar Gerstein Fisher
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28 Jul 11
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Last Revised:
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12 Oct 11
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221
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trading strategy, conditional, portfolio management, optimal, indicators
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4.
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Maymin, Philip NYU Poly - Department of Finance and Risk Engineering Maymin, Zakhar Gerstein Fisher Fisher, Gregg S. Gerstein Fisher
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momentum, portfolio management, sensitivity, risk, initial conditions, starting day
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Records 1 -
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