Anusar Farooqui

Systematic Portfolios LLC

Great Jones St

NA

New York, NY 10012

United States

http://https://www.systematicportfolios.com/

SCHOLARLY PAPERS

4

DOWNLOADS

1,023

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

A Note of Trading the Term Structure of VIX Futures

Number of pages: 11 Posted: 14 Apr 2020
Anusar Farooqui
Systematic Portfolios LLC
Downloads 513 (103,385)

Abstract:

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Risk Appetite, VIX Futures, Intermediary Risk Premium, Intermediary Asset Pricing, Broker-Dealers

2.

Three Approaches to Macrofinance: Evidence from 140 Years of Data

Number of pages: 30 Posted: 01 Dec 2016 Last Revised: 27 Dec 2016
Anusar Farooqui
Systematic Portfolios LLC
Downloads 209 (270,181)
Citation 1

Abstract:

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financial cycle, consumption to wealth ratio, risk appetite

3.

The Risk Premium on Balance Sheet Capacity

Number of pages: 26 Posted: 03 Apr 2017 Last Revised: 21 Jul 2017
Anusar Farooqui
Systematic Portfolios LLC
Downloads 163 (336,894)

Abstract:

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Risk Appetite, Dynamic Asset Pricing, Time-Varying Risk Premium, Factor Investing

4.

Three Measures of Broker-Dealer Risk Appetite and the Cross-Section of Stock Returns

Number of pages: 12 Posted: 08 Feb 2017 Last Revised: 10 Feb 2017
Anusar Farooqui
Systematic Portfolios LLC
Downloads 138 (385,775)

Abstract:

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Risk appetite, cross-section of stock returns