Gregory C. Jones

4x4invest

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 23,119

SSRN RANKINGS

Top 23,119

in Total Papers Downloads

4,019

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

A Sharper Angle on Optimization

Number of pages: 16 Posted: 07 Oct 2009 Last Revised: 19 Nov 2009
Maxim Golts and Gregory C. Jones
4x4invest and 4x4invest
Downloads 1,753 (18,051)
Citation 2

Abstract:

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mean-variance optimization, covariance matrix, condition number, leverage, Sharpe Ratio

2.

4×4 Asset Allocation

Number of pages: 25 Posted: 27 Oct 2021 Last Revised: 22 Feb 2023
Maxim Golts and Gregory C. Jones
4x4invest and 4x4invest
Downloads 1,503 (22,850)

Abstract:

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Asset Allocation, Liquidity, Income, Capital Preservation, Growth

3.

Diversification, Volatilities, and the Supercurrency: The FX Markets Since Bretton Woods

Number of pages: 40 Posted: 16 May 2010
Maxim Golts and Gregory C. Jones
4x4invest and 4x4invest
Downloads 576 (85,693)
Citation 2

Abstract:

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diversification, intrinsic volatility, FX modeling, numeraire, effective dimension, entropy, market breadth, Euro, minimal spanning trees

4.

4×4 Goal Parity

Number of pages: 34 Posted: 02 Jun 2023 Last Revised: 24 Jun 2023
Maxim Golts and Gregory C. Jones
4x4invest and 4x4invest
Downloads 187 (288,204)

Abstract:

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Strategic Asset Allocation, Goal Based Investing, Portfolio Construction, Liquidity, Income, Capital Preservation, Growth