Georgios Sakoulis

Quantitative Management Associates (QMA) LLC

100 Mulberry Street

Gateway Center 2

Newark, NJ 07102

United States

  • Quantitative Management Associates (QMA) LLC

SCHOLARLY PAPERS

5

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Scholarly Papers (5)

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1.

Stock Market Bubbles and Anti-Bubbles

Number of pages: 42 Posted: 27 Oct 2016 Last Revised: 31 Jul 2018
Martin Tarlie, Georgios Sakoulis and Roy Henriksson
GMO, Quantitative Management Associates (QMA) LLC and Quantitative Management Associates (QMA) LLC
Downloads 1,515 (24,412)
Citation 1

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Asset Pricing, Bubbles, Anti-Bubbles, Multiple Bubbles, Price Explosiveness, Explosive Autoregression

2.

Maximizing Equity Market Sector Predictability in a Bayesian Time Varying Parameter Model

Number of pages: 46 Posted: 14 May 2003
Lorne D. Johnson and Georgios Sakoulis
Caxton Associates, L.L.C. and Quantitative Management Associates (QMA) LLC
Downloads 1,310 (30,287)
Citation 1

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Asset Pricing, Kalman Filter, Capital Markets, Time Variation

3.

Fasten Your Value Belt: Growth Could Take You for a Wild Ride!

Number of pages: 21 Posted: 04 Sep 2020
Roy Henriksson, Georgios Sakoulis, Kenneth Hsu, Timothy J. Wheeler and Lorne D Johnson
Quantitative Management Associates (QMA) LLC, Quantitative Management Associates (QMA) LLC, Quantitative Management Associates (QMA) LLC, QMA and QMA
Downloads 296 (198,005)

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Asset Pricing, Value Investing, Global Equity Markets, Fundamental Analysis, Valuation, Style Rotation

4.

To Hedge or Not to Hedge: Assessing Currency Management Solutions for International Equity Portfolios

Number of pages: 23 Posted: 27 Nov 2017
Marco Aiolfi and Georgios Sakoulis
QMA and Quantitative Management Associates (QMA) LLC
Downloads 169 (337,531)

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Currency hedging; active currency management; alternative risk premia

5.

Unilateral Capital Transfers, Public Investment, and Economic Growth

Posted: 11 Dec 2004
Santanu Chatterjee, Georgios Sakoulis and Stephen J. Turnovsky
University of Georgia - C. Herman and Mary Virginia Terry College of Business - Department of Economics, Quantitative Management Associates (QMA) LLC and University of Washington - Institute for Economic Research

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Foreign aid, growth, infrastructure, public capital, public investment, international transfers