Yazid Sharaiha

Norges Bank Investment Management (NBIM)

Asset Strategies

Bankplassen 2

P.O. Box 1179 Sentrum

Oslo, NO-0107

Norway

SCHOLARLY PAPERS

3

DOWNLOADS

339

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Machine Learning Based Trading Strategies

Number of pages: 26 Posted: 25 Mar 2021
Dilip B. Madan and Yazid Sharaiha
University of Maryland - Robert H. Smith School of Business and Norges Bank Investment Management (NBIM)
Downloads 196 (239,490)

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Self Financing, Distorted Expectations, Active Portfolio Management, Zero covariation covariance

2.

Enhancing Enterprise Value by Trading Options

Number of pages: 31 Posted: 22 Apr 2017
Dilip B. Madan and Yazid Sharaiha
University of Maryland - Robert H. Smith School of Business and Norges Bank Investment Management (NBIM)
Downloads 143 (311,545)

Abstract:

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Conic Finance, Distorted Expectations, Variance Gamma Model, Probability Distortions Calibrated

3.

Dynamic signal selection strategies

Journal of Investment Strategies, Vol. 11, No. 4, 2022
Number of pages: 20 Posted: 23 Jan 2023
Dilip B. Madan, Yazid Sharaiha and Pål Sundsøy
University of Maryland - Robert H. Smith School of Business, Norges Bank Investment Management (NBIM) and Norges Bank Investment Management (NBIM)
Downloads 0 (957,183)
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Abstract:

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copulas, stock selection, factor selection, predictors, dependency models