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Bailey, David H.
 SSRN Author Rank: 2,521 by Downloads
 Head of the Complex Systems Group
 

Lawrence Berkeley National Laboratory


 One Cyclotron Road
 Berkeley, CA 94720
 United States
 HOME PAGE: http://crd.lbl.gov/about/staff/amsc/complex-systems-group-cxg/david-h-bailey/
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. Bailey, David H.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
7,310		 Total
Citations
4
Authors Date Downloads
 (Rank) 		Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
The Sharpe Ratio Efficient Frontier | Show Abstract | Download |
Journal of Risk, Vol. 15, No. 2, Winter 2012/13
Accepted Paper Series
Bailey, David H.
Lawrence Berkeley National Laboratory
Lopez de Prado, Marcos
Hess Energy Trading Company
Posted:
24 Apr 11
Last Revised:
28 Dec 12
3,786
(911) 		4
2.  
Bailey, David H.
Lawrence Berkeley National Laboratory
Lopez de Prado, Marcos
Hess Energy Trading Company
del Pozo, Eva
Universidad Complutense de Madrid (UCM)
Posted:
15 Feb 12
Last Revised:
04 Apr 13
1,066
(8,396) 		 
3.  
Balanced Baskets: A New Approach to Trading and Hedging Risks | Show Abstract | Download |
Journal of Investment Strategies (Risk Journals), Vol.1(4), Fall 2012
Accepted Paper Series
Bailey, David H.
Lawrence Berkeley National Laboratory
Lopez de Prado, Marcos
Hess Energy Trading Company
Posted:
24 May 12
Last Revised:
08 Sep 12
1,021
(9,006) 		 
4.  
Bailey, David H.
Lawrence Berkeley National Laboratory
Lopez de Prado, Marcos
Hess Energy Trading Company
Posted:
08 Jan 13
Last Revised:
25 Mar 13
839
(12,298) 		 
5.  
Bailey, David H.
Lawrence Berkeley National Laboratory
Lopez de Prado, Marcos
Hess Energy Trading Company
Posted:
16 Jan 13
Last Revised:
26 Apr 13
598
(20,143) 		 

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