Apollon Fragkiskos

Brighthouse Financial

Lead Quantitative Analyst

11225 N Community House Rd

Charlotte, NC 28277

United States

http://https://www.brighthousefinancial.com/

  • Brighthouse Financial

SCHOLARLY PAPERS

4

DOWNLOADS
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Top 22,444

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4,238

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (4)

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1.

What is Portfolio Diversification?

Number of pages: 9 Posted: 27 Sep 2013 Last Revised: 14 Feb 2014
Apollon Fragkiskos
Brighthouse Financial
Downloads 2,626 (9,798)
Citation 4

Abstract:

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portfolio diversification, risk parity, entropy

2.

Private Equity Fund Performance: A Time-Series Approach

Number of pages: 45 Posted: 06 May 2019 Last Revised: 22 Jun 2022
Apollon Fragkiskos, Olga Krasotkina, Harold D. Spilker III and Russ Wermers
Brighthouse Financial, Markov Processes International LLC, University Of Hawaii At Manoa, Shidler College of Business and University of Maryland - Robert H. Smith School of Business
Downloads 739 (64,286)

Abstract:

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Private Equity, Buyout Funds, Time-Series, Supervised Machine Learning, Jackknife, Cross-Validation, Factor Modeling, Long Horizons, Overlapping Observations

3.

Alpha and Performance Efficiency of Ivy League Endowments: Evidence from Dynamic Exposures

Number of pages: 23 Posted: 12 Jan 2018 Last Revised: 08 Jun 2018
Apollon Fragkiskos, Sean Ryan and Michael Markov
Brighthouse Financial, Markov Processes International and Markov Processes International, Inc.
Downloads 443 (121,165)
Citation 2

Abstract:

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Ivy league, endowments, alpha, sharpe ratio, 60-40

4.

Factor Based Clustering

Number of pages: 31 Posted: 12 Jan 2018 Last Revised: 19 Jan 2018
Apollon Fragkiskos and Evgeny Bauman
Brighthouse Financial and Markov Processes International LLC
Downloads 430 (125,482)

Abstract:

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Similarity, Clustering, Factor Analysis, Regression