Jennifer Eichholz

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

In-House Investment Counsel

3010 E. Camelback Road

Suite 200

Phoenix, AZ 85016

United States

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Scholarly Papers (1)

1.

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 169 (173,816)

Abstract:

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