Zakhar Maymin

Independent

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 10,627

SSRN RANKINGS

Top 10,627

in Total Papers Downloads

3,481

CITATIONS

1

Scholarly Papers (7)

1.

Risk Parity Optimality

Number of pages: 26 Posted: 15 Jan 2013 Last Revised: 28 Mar 2013
Gregg S. Fisher, Philip Maymin and Zakhar Maymin
Gerstein Fisher, Vantage Sports and Independent
Downloads 844 (13,854)

Abstract:

portfolio, risk parity, minimax, game theory, optimal, tangency, mean variance, maximin, Sharpe ratio

2.

Momentum's Hidden Sensitivity to the Starting Day

Journal of Investing, Forthcoming
Number of pages: 16 Posted: 31 Jul 2011 Last Revised: 17 Jun 2013
Philip Maymin, Zakhar Maymin and Gregg S. Fisher
Vantage Sports, Independent and Gerstein Fisher
Downloads 616 (25,865)

Abstract:

momentum, portfolio management, sensitivity, risk, initial conditions, starting day

3.

Any Regulation of Risk Increases Risk

Financial Markets and Portfolio Management, Forthcoming
Number of pages: 25 Posted: 11 Apr 2010 Last Revised: 22 Apr 2012
Philip Maymin and Zakhar Maymin
Vantage Sports and Independent
Downloads 497 (41,679)
Citation 1

Abstract:

regulation, crisis, portfolio management, value-at-risk, risk

4.

Constructing the Best Trading Strategy: A New General Framework

Number of pages: 33 Posted: 28 Jul 2011 Last Revised: 12 Oct 2011
Philip Maymin and Zakhar Maymin
Vantage Sports and Independent
Downloads 494 (37,695)

Abstract:

trading strategy, conditional, portfolio management, optimal, indicators

5.

Maimonides Risk Parity

Quantitative Finance Letters, Forthcoming
Number of pages: 10 Posted: 20 Oct 2013
Philip Maymin and Zakhar Maymin
Vantage Sports and Independent
Downloads 174 (124,267)

Abstract:

6.

Behavioral Despair in the Talmud: New Solutions to Unsolved Millenium-Old Legal Problems

Forthcoming in the Asian Journal of Law and Economics
Number of pages: 13 Posted: 28 Feb 2016 Last Revised: 24 Mar 2017
Philip Maymin, Zakhar Maymin and Zina N. Maymin
Vantage Sports, Independent and Maymin Capital Management, LLC
Downloads 0 (64,228)

Abstract:

7.

Mutual Fund Outperformance and Growth

Journal of Investment Management (JOIM), Second Quarter 2014
Posted: 16 Nov 2014
Gregg S. Fisher, Philip Maymin and Zakhar Maymin
Gerstein Fisher, Vantage Sports and Independent

Abstract:

Mutual funds, alpha, outperformance, bench-marks, asset growth, NAV