Anish Shah

Investment Grade Modeling

Founder

Cogito

210 Broadway #201

Cambridge, MA 02139

United States

http://www.linkedin.com/in/anishrshah

SCHOLARLY PAPERS

4

DOWNLOADS

691

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Uncertain Covariance Models

Number of pages: 8 Posted: 09 Jun 2015 Last Revised: 25 Apr 2019
Anish Shah
Investment Grade Modeling
Downloads 308 (100,419)

Abstract:

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Covariance matrices, Estimation, Estimation error, Forecasting, Linear factor models, Portfolio optimization

2.

Short-Term Risk and Adapting Covariance Models to Current Market Conditions

Number of pages: 8 Posted: 26 Sep 2014 Last Revised: 04 Sep 2015
Anish Shah
Investment Grade Modeling
Downloads 253 (123,822)
Citation 1

Abstract:

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Covariance matrices, Eigenvalues, Estimation, Forecasting, Learning, Linear factor models, Principal components analysis, Projection algorithms

3.

Uncertain Risk Parity

Number of pages: 8 Posted: 24 Jun 2019 Last Revised: 25 Sep 2019
Anish Shah
Investment Grade Modeling
Downloads 108 (257,480)

Abstract:

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Covariance, Estimation Error, Factor Models, Portfolio Construction, Regularization, Risk Parity, Uncertainty

4.

Easy Way to Merge Return Forecasts across Securities and Horizons

Number of pages: 2 Posted: 04 Oct 2019
Anish Shah
Investment Grade Modeling
Downloads 22 (522,461)

Abstract:

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forecasting, combining forecasts