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 32,480

SSRN RANKINGS

Top 32,480

in Total Papers Downloads

1,472

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 936 (25,243)
Citation 4

Abstract:

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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 299 (106,695)

Abstract:

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

3.

Modeling Private Equity: A Machine-Learning Approach

Number of pages: 66 Posted: 06 May 2019 Last Revised: 04 Nov 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 131 (229,154)

Abstract:

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Private Equity, Buyout Funds, Time-Series, Supervised Machine Learning, Jackknife, Cross-Validation, Factor Modeling, Long Horizons, Overlapping

4.

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 106 (267,485)

Abstract:

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Similarity, Clustering, Factor Analysis, Regression