Alexander Remorov

Massachusetts Institute of Technology (MIT) - Sloan School of Management

PhD Student

100 Main Street

Cambridge, MA 02142

United States

http://www.mit.edu/~alexrem/

SCHOLARLY PAPERS

2

DOWNLOADS
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Scholarly Papers (2)

1.

Stop-Loss Strategies with Serial Correlation, Regime Switching, and Transactions Costs

Number of pages: 52 Posted: 27 Nov 2015
Andrew W. Lo and Alexander Remorov
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 866 (26,833)

Abstract:

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Stop-Loss Strategy, Portfolio Insurance, Risk Management, Investments, Portfolio Management, Asset Allocation, Performance Attribution, Behavioral Finance

2.

Measuring Risk Preferences and Asset-Allocation Decisions: A Global Survey Analysis

Number of pages: 58 Posted: 14 Feb 2019 Last Revised: 15 Feb 2019
Andrew W. Lo, Alexander Remorov and Zied Ben Chaouch
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads 278 (110,229)

Abstract:

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Asset Allocation, Risk Aversion, Behavioral Finance, Retail Investors, Institutional Investors, Financial Advisors