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Jay Walters, CFA

Boston University - Metropolitan College - Department of Computer Science

Lecturer

United States

  • Boston University - Metropolitan College - Department of Computer Science

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 829

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Top 829

in Total Papers Downloads

23,700

CITATIONS
Rank 20,182

SSRN RANKINGS

Top 20,182

in Total Papers Citations

15

Scholarly Papers (5)

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1.

The Black-Litterman Model in Detail

Number of pages: 65 Posted: 28 Jan 2009 Last Revised: 23 Jun 2014
Jay Walters, CFA
Boston University - Metropolitan College - Department of Computer Science
Downloads 14,972 (91)
Citation 8

Abstract:

quantitative portfolio management, asset allocation, Black-Litterman, mixed-estimation

2.

The Factor Tau in the Black-Litterman Model

Number of pages: 14 Posted: 02 Nov 2010 Last Revised: 10 Oct 2013
Jay Walters, CFA
Boston University - Metropolitan College - Department of Computer Science
Downloads 1,934 (3,417)
Citation 7

Abstract:

Black-Litterman Model, Bayes, Asset Allocation

3.

Reconstructing the Black-Litterman Model

Number of pages: 18 Posted: 25 Sep 2013 Last Revised: 29 Nov 2014
Jay Walters, CFA
Boston University - Metropolitan College - Department of Computer Science
Downloads 974 (6,501)

Abstract:

portfolio optimization, asset allocation, Black-Litterman, Bayesian theory, market equilibrium portfolio, computational finance

4.

Towards a Discipline of Financial Informatics

Number of pages: 7 Posted: 02 Aug 2012 Last Revised: 25 Aug 2014
Jay Walters, CFA
Boston University - Metropolitan College - Department of Computer Science
Downloads 175 (103,315)

Abstract:

Financial Informatics, Computer Science

5.

The Design of an Information Pipeline for Security Master Data

Number of pages: 11 Posted: 22 Aug 2014
Jay Walters, CFA
Boston University - Metropolitan College - Department of Computer Science
Downloads 28 (296,201)

Abstract:

Financial Informatics, Enterprise Design Patterns, Security Master

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