Hakan Kaya

Neuberger Berman

Vice President

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 36,647

SSRN RANKINGS

Top 36,647

in Total Papers Downloads

2,593

SSRN CITATIONS

2

CROSSREF CITATIONS

7

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 1,517 (23,588)
Citation 14

Abstract:

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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 537 (97,788)

Abstract:

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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 446 (122,240)

Abstract:

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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 93 (513,985)

Abstract:

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