Yazid Sharaiha

Norges Bank Investment Management (NBIM)

Asset Strategies

Bankplassen 2

P.O. Box 1179 Sentrum

Oslo, NO-0107

Norway

SCHOLARLY PAPERS

2

DOWNLOADS

223

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

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 127 (270,050)

Abstract:

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

2.

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 96 (330,059)

Abstract:

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