1 Lincoln Street
Boston, MA 02111
United States
State Street Corporate
Bayesian shrinkage, Elliptical distribution, Factor-replicating portfolio Full-scale optimization, Independent-sample error, Interval error, Kinked utility function, Non-parametric, Power utility function, Resampling, Small-sample error, Stability-adjusted return sample, Symmetrical distribution
Informativeness, Mahalanobis distance, Partial sample regression, Relevance, Similarity
Autocorrelation, Conditional correlation, Cross-correlation, Cryptocurrency, Full-scale optimization, Kinked utility function, Lottery preference, Pearson correlation, Single period correlation Z-score
COVID report card, Cross-sectional regression analysis, Implied deaths, New cases, Reported deaths,
Informativeness, Mahalanobis Distance, Partial Sample Regression, Relevance, Similarity
Fiscal policy, Mahalanobis distance, Monetary policy, Statistical similarity
Autocorrelation, Henriksson-Merton test, Informativeness, Lagged cross-correlation, Mahalanobis distance, Partial sample regression, Relevance, Single period correlation, Statistical similarity
Fundamental risk, Leverage multiple, Leverage myth, Mean-variance analysis
Event-driven observations, Informativeness, Kernel smoothing, Mahalanobis distance, Multivariate similarity, Nadaraya-Watson kernel regression, Ordinary Least Squares, Regression analysis, Relevance, Relevance-weighted average
Covariance matrix, Economic scenarios, Euclidean distance, Financial turbulence, Gradient descent, Mahalanobis distance, Mean reversion, Mean-variance analysis, Multivariate normal distribution, Persistence, Scale independent, Scenario analysis
