Apollon Fragkiskos

Barings

Senior Quantitative Fixed Income Analyst

300 South Tryon Street

Charlotte, NC 28202

United States

http://https://www.barings.com/us/institutional

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 34,882

SSRN RANKINGS

Top 34,882

in Total Papers Downloads

1,281

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (4)

1.

What is Portfolio Diversification?

Number of pages: 9 Posted: 27 Sep 2013 Last Revised: 14 Feb 2014
Apollon Fragkiskos
Barings
Downloads 840 (28,065)
Citation 4

Abstract:

Loading...

portfolio diversification, risk parity, entropy

2.

Alpha and Performance Efficiency of Ivy League Endowments: Evidence from Dynamic Exposures

Number of pages: 23 Posted: 12 Jan 2018 Last Revised: 08 Jun 2018
Apollon Fragkiskos, Sean Ryan and Michael Markov
Barings, Markov Processes International and Markov Processes International LLC
Downloads 277 (110,830)

Abstract:

Loading...

Ivy league, endowments, alpha, sharpe ratio, 60-40

3.

Factor Based Clustering

Number of pages: 31 Posted: 12 Jan 2018 Last Revised: 19 Jan 2018
Apollon Fragkiskos and Evgeny Bauman
Barings and Markov Processes International LLC
Downloads 99 (269,166)

Abstract:

Loading...

Similarity, Clustering, Factor Analysis, Regression

4.

Modeling Private Equity: A Combined Time-Series Approach

Number of pages: 53 Posted: 06 May 2019
Barings, Markov Processes International LLC, University Of Hawaii At Manoa - Shidler College of Business and University of Maryland - Robert H. Smith School of Business
Downloads 65 (345,455)

Abstract:

Loading...

private equity, factor modeling, long horizons, overlapping, lagged, t-stats, supervised learning