Michael Markov

Markov Processes International LLC

25 Deforest Ave

Suite 102

Summit, NJ 07901

United States

http://www.markovprocesses.com

SCHOLARLY PAPERS

4

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CITATIONS
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Top 39,970

in Total Papers Citations

4

Scholarly Papers (4)

Monitoring Daily Hedge Fund Performance When Only Monthly Data is Available

Number of pages: 28 Posted: 20 Mar 2009 Last Revised: 09 Jan 2013
Daniel Li, Michael Markov and Russ Wermers
Markov Processes International LLC, Markov Processes International LLC and University of Maryland - Robert H. Smith School of Business
Downloads 1,893 (7,583)
Citation 3

Abstract:

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hedge funds, hedging, replication, portfolio management, risk management, VaR

Monitoring Daily Hedge Fund Performance When Only Monthly Data is Available

Journal of Investment Consulting, Vol. 14, No. 1, 57-68, 2013
Number of pages: 14 Posted: 23 Dec 2013
Daniel Li, Michael Markov and Russ Wermers
Markov Processes International LLC, Markov Processes International LLC and University of Maryland - Robert H. Smith School of Business
Downloads 62 (348,995)
Citation 3

Abstract:

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G10, G11

2.

Dynamic Style Analysis and Applications

Number of pages: 32 Posted: 13 Dec 2011 Last Revised: 26 Dec 2012
Michael Markov, Vadim Mottl and Ilya Muchnik
Markov Processes International LLC, Computing Centre of the Russian Academy of Sciences and Rutgers, The State University of New Jersey - Rutgers Center for Operations Research (RUTCOR)
Downloads 992 (21,402)
Citation 1

Abstract:

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style analysis, returns-bases style analysis, mutual funds, hedge funds

3.

Hidden Benefits of Equal Weighting: The Case for Hedge Fund Indices

Number of pages: 35 Posted: 29 Nov 2010 Last Revised: 09 Dec 2011
Akos Beleznay, Michael Markov and Alexey Panchekha
Quantitative Alternative Management, LLC, Markov Processes International LLC and Markov Processes International LLC
Downloads 309 (95,758)

Abstract:

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hedge funds, equal-weighted indices, hedeg fund indices, hedge fund replication

4.

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
Markov Processes International, Markov Processes International and Markov Processes International LLC
Downloads 252 (118,998)

Abstract:

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