100 International Drive
Baltimore, MD 21202
Johns Hopkins University - Carey Business School (JHU)
in Total Papers Downloads
in Total Papers Citations
hedge fund, factor model, serial correlation, portfolio construction, asset allocation, skew
Columbia, Financial Engineering, Markets, Investments
Risk model, multi-factor, risk factor, short horizon, quant trading, style, industry, specific risk, factor risk, alpha, portfolio optimization, regression
Earnings, Twitter, Sentiment, Risk-Adjusted Excess Returns, Events
Twitter, Tweets, sentiment, IPO
hedge fund, alpha stream, crossing trades, transaction costs, portfolio turnover, correlation structure, large N limit
Inflation, Prediction, Wealth Management
Machine Learning, ETFs, Forecasting and Predicting Returns
Tweet, Sentiment, Market Efficiency, Stock Markets
Social Media Factor, tweet sentiment, Fama-French Factors, social media data, tweets
GDP, universal numeraire, FX rates, purchasing power parity, cryptocurrency, supply and demand, universal world currency
inflation, gold, commodities, hedging, volatility, spot prices, energy, metals, silver, CPI
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