David Starer

Stevens Institute of Technology

School of Systems and Enterprises

Castle Point on Hudson

Hoboken, NJ 07030

United States

http://personal.stevens.edu/~dstarer

SCHOLARLY PAPERS

2

DOWNLOADS

96

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

The Gerber Statistic: A Robust Measure of Correlation

Number of pages: 7 Posted: 06 May 2019
Hudson Bay Capital Management, LP, Hudson Bay Capital Management, LP, University of California at San Diego, Hudson Bay Capital Management, LP and Stevens Institute of Technology
Downloads 65 (342,369)
Citation 1

Abstract:

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2.

A Non-Normal Principal Components Model for Security Returns

Number of pages: 20 Posted: 06 May 2019
Hudson Bay Capital Management, LP, Hudson Bay Capital Management, LP, University of California at San Diego, Hudson Bay Capital Management, LP and Stevens Institute of Technology
Downloads 31 (462,507)

Abstract:

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