Hakan Kaya

Neuberger Berman

Vice President

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 25,043

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Top 25,043

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1,411

CITATIONS
Rank 40,114

SSRN RANKINGS

Top 40,114

in Total Papers Citations

4

Scholarly Papers (4)

1.

Demystifying Risk Parity

Number of pages: 36 Posted: 19 Jan 2012 Last Revised: 22 Jan 2012
Hakan Kaya and Wai Lee
Neuberger Berman and Neuberger Berman
Downloads 645 (20,579)
Citation 4

Abstract:

Risk parity

2.

The Bayesian Roots of Risk Parity in a Mean-Risk World

Number of pages: 18 Posted: 17 Jul 2012 Last Revised: 30 Nov 2012
Hakan Kaya
Neuberger Berman
Downloads 281 (69,622)

Abstract:

Risk parity, Bayesian Portfolio Optimization, log-regularization, strategic asset allocation, risk based asset allocation

3.

Eccentricity in Asset Management

Number of pages: 21 Posted: 07 Nov 2013 Last Revised: 06 Dec 2013
Hakan Kaya
Neuberger Berman
Downloads 130 (127,880)

Abstract:

Risk measurement, risk management, portfolio allocation, minimum

4.

Intuitive Ambiguity Management

Number of pages: 29 Posted: 14 Apr 2016 Last Revised: 28 Apr 2016
Hakan Kaya
Neuberger Berman
Downloads 0 (359,697)

Abstract:

robust portfolio optimization, dirichlet distribution, risk management, ambiguity, information theory, portfolio optimization, portfolio construction, minimax, maximin