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Nato Kemkhadze

University of Warwick - Financial Options Research Centre (FORC)

Coventry CV4 7AL

United Kingdom

  • University of Warwick - Financial Options Research Centre (FORC)

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Overconfident Forecasts and Active Portfolio Performance

Posted: 19 Apr 2014
Nato Kemkhadze and Stewart D. Hodges
University of Warwick - Financial Options Research Centre (FORC) and University of Warwick - Financial Options Research Centre (FORC)

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Overconfident Forecasts, Portfolio Optimisation, Sharpe Ratio, Measure of Expected Utility, Manager Skill, Forecast Errors

2.

How Efficient Use of Information Changes Portfolio Allocations

Posted: 16 Dec 2013
Nato Kemkhadze and Stewart D. Hodges
University of Warwick - Financial Options Research Centre (FORC) and University of Warwick - Financial Options Research Centre (FORC)

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Investment, Portfolio Selection, Financial Forecasts, Efficient Use of Investment Information, Uncertainty, Optimal Portfolio, Correlation, Bayesian Analysis, MLE