1 Palmer Square
Princeton, NJ 08542
United States
Allocation Strategies, LLC
Portfolio generating function, diversity
Portfolio Management, Diversification
Factorization of returns, portfolio generating function, value stocks
Portfolio generating function, local time, size effect, diversity-weighted index
Capital distribution, firm size, local time, ranked market weights
Alternative Investments: Hedge Fund Strategies; Investment Theory: Portfolio Theory; Portfolio Management: Hedge Fund Strategies, Portfolio Construction, Rebalancing, and Implementation, Trading and Execution