Vaida Maleckaite

Government of Arizona - Arizona Public Service Personnel Retirement System (PSPRS) Trust

Analyst

3010 E. Camelback Road

Suite 200

Phoenix, AZ 85016

United States

SCHOLARLY PAPERS

2

DOWNLOADS

478

CITATIONS

0

Scholarly Papers (2)

1.

Modern Pension Fund Diversification

Number of pages: 16 Posted: 19 Apr 2014 Last Revised: 02 Jul 2014
Government of Arizona - Arizona Public Service Personnel Retirement System (PSPRS) Trust, Government of Arizona - Arizona Public Service Personnel Retirement System (PSPRS) Trust, Government of Arizona - Arizona Public Service Personnel Retirement System (PSPRS) Trust, Charles Schwab Investment Management, Government of Arizona - Arizona Public Service Personnel Retirement System (PSPRS) Trust, Government of Arizona - Arizona Public Service Personnel Retirement System (PSPRS) Trust, Government of Arizona - Arizona Public Service Personnel Retirement System (PSPRS) Trust, Kutak Rock, LLP and Independent
Downloads 308 (97,281)

Abstract:

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Mahalanobis distance, turbulence index, diversification, asset allocation, pension fund, risk, volatility

2.

Orthant Probabilities for Robust Correlation and Structural Performance Enhancement

Number of pages: 20 Posted: 02 Sep 2015 Last Revised: 08 Feb 2016
Government of Arizona - Arizona Public Service Personnel Retirement System (PSPRS) Trust, Government of Arizona - Arizona Public Service Personnel Retirement System (PSPRS) Trust, Government of Arizona - Arizona Public Service Personnel Retirement System (PSPRS) Trust, Kutak Rock, LLP, Charles Schwab Investment Management, Government of Arizona - Arizona Public Service Personnel Retirement System (PSPRS) Trust, Government of Arizona - Arizona Public Service Personnel Retirement System (PSPRS) Trust, University of Cambridge - Faculty of Economics and Politics and Government of Arizona - Arizona Public Service Personnel Retirement System (PSPRS) Trust
Downloads 170 (174,691)

Abstract:

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orthant, probability, portfolio, optimization, Sheppard's theorem, correlation, regime, risk