Migene Kim

Madison Square Investors

Portfolio Manager

1180 Avenue of the Americas, 22nd Floor

New York, NY 10036

United States

http://www.msinvestors.com

  • Madison Square Investors

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Risk Management of Alpha Models

Number of pages: 21 Posted: 28 Jul 2010 Last Revised: 10 Aug 2010
Tony Elavia and Migene Kim
Madison Square Investors and Madison Square Investors
Downloads 604 (89,976)

Abstract:

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quantitative models, valuation, momentum, conditional forecasting, alpha models, dynamic weighting, multi factor models

2.

Managing the Volatility of Alpha Models

Journal Of Investment Management (JOIM), Fourth Quarter 2011
Posted: 24 May 2012
Tony Elavia and Migene Kim
Madison Square Investors and Madison Square Investors

Abstract:

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Stock selection models, multi factor models, valuation, price momentum, risk metric, conditional factor weights, GARCH