Yuanzhen Li

Windham Capital Management

5 Revere Street

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

3

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Top 18,681

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2,498

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Top 26,977

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9

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Scholarly Papers (3)

1.

Principal Components as a Measure of Systemic Risk

Number of pages: 30 Posted: 05 Apr 2010
Windham Capital Management, Windham Capital Management, State Street Associates and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 2,498 (4,833)

Abstract:

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Systemic risk, principal components

2.

Principal Components as a Measure of Systemic Risk

MIT Sloan Research Paper No. 4785-10, https://doi.org/10.3905/jpm.2011.37.4.112
Posted: 21 May 2019
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Windham Capital Management, State Street Associates and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

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3.

Skulls, Financial Turbulence, and Risk Management

Financial Analysts Journal, Vol. 66, No. 5, 2010
Posted: 15 Oct 2010
Mark Kritzman and Yuanzhen Li
Windham Capital Management and Windham Capital Management

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Portfolio Management: Portfolio Construction and Revision, Risk Management; Risk Management: Portfolio Risk Management