Mikhail Munenzon

Simple Complexity Wealth Advisors

Founder and CEO

606 Post Road East

#630

Westport, CT 06880

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 9,427

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Top 9,427

in Total Papers Downloads

4,928

SSRN CITATIONS

0

CROSSREF CITATIONS

8

Scholarly Papers (5)

1.

20 Years of VIX: Fear, Greed and Implications for Traditional Asset Classes

Number of pages: 18 Posted: 02 Apr 2010 Last Revised: 11 May 2010
Mikhail Munenzon
Simple Complexity Wealth Advisors
Downloads 1,827 (8,523)
Citation 5

Abstract:

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VIX, Volatility, Portfolio Management, Risk Management, Asset Allocation, Investment Management, Investment Strategy

2.

Risk Measurement from Theory to Practice: Is Your Risk Metric Coherent and Empirically Justified?

Number of pages: 22 Posted: 13 May 2010
Mikhail Munenzon
Simple Complexity Wealth Advisors
Downloads 1,363 (13,673)
Citation 1

Abstract:

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Risk Measurement, Risk Management, Investment Analysis, Investment Strategy, Asset Allocation, Portfolio Management, Portfolio Optimization

3.

20 Years of VIX: Fear, Greed and Implications for Alternative Investment Strategies

Number of pages: 25 Posted: 02 May 2010 Last Revised: 07 Jun 2010
Mikhail Munenzon
Simple Complexity Wealth Advisors
Downloads 1,240 (15,799)
Citation 2

Abstract:

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VIX, Volatility, Portfolio Management, Risk Management, Investment Management, Investment Strategy, Asset Allocation

4.

Portfolio Management and the European Crisis

Number of pages: 14 Posted: 09 Nov 2011 Last Revised: 29 Nov 2011
Mikhail Munenzon
Simple Complexity Wealth Advisors
Downloads 498 (56,099)

Abstract:

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portfolio management, investment management, risk management, tail risk, liquidity, leverage

5.

Evaluation of Systematic Trading Programs

Posted: 21 May 2019
Mikhail Munenzon
Simple Complexity Wealth Advisors

Abstract:

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risk management, systematic trading, statistics, data snooping, backtesting, complexity