Kristina Ūsaitė

Robeco Asset Management

Quantitative Researcher

Rotterdam, 3014 DA

Netherlands

http://www.robeco.com/en/

SCHOLARLY PAPERS

2

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1,060

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Scholarly Papers (2)

1.
Downloads 1,018 (38,779)

Shrinking Beta

Number of pages: 24 Posted: 23 Feb 2022
David Blitz, Laurens Swinkels, Kristina Ūsaitė and Pim van Vliet
Robeco Quantitative Investments, Erasmus University Rotterdam (EUR), Robeco Asset Management and Robeco Quantitative Investments
Downloads 1,018 (38,213)

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Beta, Correlation, Investing, Low-risk, Shrinkage, Volatility

Shrinking beta

Journal of Risk, Vol. 24, No. 6, 2022
Number of pages: 20 Posted: 02 Sep 2022
David Blitz, Laurens Swinkels, Kristina Ūsaitė and Pim van Vliet
Robeco Quantitative Investments, Erasmus University Rotterdam (EUR), Robeco Asset Management and Robeco Quantitative Investments
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beta, correlation, investing, low risk, shrinkage, volatility

2.

Harnessing the Web and Knowledge Graphs for Automated Impact Investing Scoring

Number of pages: 7 Posted: 28 Aug 2023
Aegon Asset Management, Elsevier Discovery Lab - Vrije Universiteit Amsterdam, Amsterdam, The Netherlands, Erasmus University Rotterdam (EUR), Robeco Asset Management, Robeco Quantitative Investments and University of Amsterdam
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AI for sustainability, sustainable development goals, impact investing, web data mining, knowledge graph, graph neural networks, explainability