Ronald Kahn

BlackRock

Managing Director, Global Head of Systematic Equity Research

1401 New York Avenue NW

DC 20005

United States

SCHOLARLY PAPERS

2

DOWNLOADS

336

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Research Foundation Year in Review -- 2013

CFA Institute Research Foundation R2014
Number of pages: 90 Posted: 11 Jun 2015
CFA Institute Research Foundation, York University - Schulich School of Business, affiliation not provided to SSRN, Analytic Investors, Inc., BYU Marriott School of Business, Boston University - Questrom School of Business, Arizona State University, Ryan ALM, Inc., University of Warwick - Finance Group, University College London - Centre for the Study of Decision-Making Uncertainty, Independent, CFA Institute Research Foundation, CFA Institute Research Foundation, Allocationmetrics Limited, BlackRock, Barclays and Target Corporation
Downloads 192 (293,697)

Abstract:

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life annuities, futures, options, manager selection, ethics, ALM, asset/liability management, tail risk

2.

Markowitz Portfolio Construction at Seventy

Number of pages: 54 Posted: 13 Feb 2024
Stanford University - Department of Electrical Engineering, Stanford University, BlackRock, Ludwig Maximilian University of Munich (LMU) and ADIA
Downloads 144 (388,303)

Abstract:

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Portfolio Optimization, Convex Optimization, Mean-Variance Optimization