Ji Tan

Pacific Life Insurance Company

Quantitative Analyst

Newport Beach, CA

United States

  • Pacific Life Insurance Company

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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1.

Principal Component Analysis and Portfolio Optimization

Number of pages: 28 Posted: 10 Feb 2013 Last Revised: 14 Feb 2013
Ji Tan
Pacific Life Insurance Company
Downloads 2,651 (5,709)

Abstract:

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principle component analysis, PCA, portfolio optimization, transaction cost, Black Litterman

2.

The Effect of Fed's Quantitative Easing on Stock Volatility

Number of pages: 16 Posted: 14 Feb 2013
Ji Tan and Vaibhav Kohli
Pacific Life Insurance Company and University of California, Berkeley - Haas School of Business
Downloads 537 (61,160)
Citation 1

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Quantitative Easing, QE, stock volatility, asymmetric volatility