1 Lincoln Street
Boston, MA 02111
United States
State Street Corporate
Informativeness, Mahalanobis distance, Partial sample regression, Relevance, Similarity
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
COVID report card, Cross-sectional regression analysis, Implied deaths, New cases, Reported deaths,
Fiscal policy, Mahalanobis distance, Monetary policy, Statistical similarity
Adjusted Fit, Asymmetry, Central Limit Theorem, CKT regression, Codependence, Fit, Gaussian Kernel, Information Theory, Informativeness, Lasso Regression, Machine Learning, Mahalanobis Distance, Model-based Algorithm, Model-free Algorithm, Nearest Neighbor Partial Sample Regression, Relevance
equities, investing, vulnerability, factors, quantitative methods, portfolios, risk
inflation, hedging, investing
Calendar time, Co-occurrence, Event intensity, Event time, Information theory, Informativeness, Kullback-Leibler divergence, Kurtosis, Mahalanobis distance, Normal divergence, Pearson correlation, Relative entropy, z-score
Informativeness, Mahalanobis Distance, Partial Sample Regression, Relevance, 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
