David Modest

Azimuth Alternative Assets Management LLLP

Christiansted

Virgin Islands (U.S.)

SCHOLARLY PAPERS

6

DOWNLOADS
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SSRN RANKINGS

Top 39,454

in Total Papers Downloads

1,904

SSRN CITATIONS
Rank 10,983

SSRN RANKINGS

Top 10,983

in Total Papers Citations

3

CROSSREF CITATIONS

108

Scholarly Papers (6)

1.

Crisis and Non-Crisis Risk in Financial Markets: A Unified Approach to Risk Management

Number of pages: 31 Posted: 18 Jul 2008
Robert H. Litzenberger and David Modest
University of Pennsylvania - Finance Department and Azimuth Alternative Assets Management LLLP
Downloads 993 (35,137)
Citation 6

Abstract:

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2.

AFA/ASE Panel: Implications of the Credit Crisis for the Regulation of Non-Bank Financial Firms

AFA 2009 San Francisco Meetings Paper, Rock Center for Corporate Governance Working Paper No. 40
Number of pages: 1 Posted: 26 Aug 2008 Last Revised: 29 Sep 2009
Stanford University - Graduate School of Business, Boston College - Department of Finance, PIMCO Europe Ltd. and Azimuth Alternative Assets Management LLLP
Downloads 531 (80,316)

Abstract:

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3.

Mutual Fund Performance Evaluation: a Comparison of Benchmarks and Benchmark Comparisons

NBER Working Paper No. w1721
Number of pages: 56 Posted: 28 Dec 2006 Last Revised: 16 Sep 2022
Bruce N. Lehmann and David Modest
University of California, San Diego and Azimuth Alternative Assets Management LLLP
Downloads 205 (224,026)
Citation 2

Abstract:

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4.

Diversification and the Optimal Construction of Basis Portfolios

NBER Working Paper No. w9461
Number of pages: 38 Posted: 31 Jan 2003 Last Revised: 09 Nov 2022
Bruce N. Lehmann and David Modest
University of California, San Diego and Azimuth Alternative Assets Management LLLP
Downloads 88 (428,873)
Citation 1

Abstract:

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5.

The Empirical Foundations of the Arbitrage Pricing Theory Ii: the Optimal Construction of Basis Portfolios

NBER Working Paper No. w1726
Number of pages: 54 Posted: 11 Nov 2000 Last Revised: 21 Sep 2022
Bruce N. Lehmann and David Modest
University of California, San Diego and Azimuth Alternative Assets Management LLLP
Downloads 87 (431,788)

Abstract:

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6.

Market Frictions and Consumption-Based Asset Pricing

Posted: 06 Sep 1999
Hua He and David Modest
Yale University - School of Management and Azimuth Alternative Assets Management LLLP

Abstract:

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