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Mansi Singhal

Qplum

Harborside 5, 185 Hudson St, Suite 1620

Jersey City, NJ 07311

United States

http://www.qplum.co

  • Qplum

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 31,294

SSRN RANKINGS

Top 31,294

in Total Papers Downloads

4,046

TOTAL CITATIONS

3

Scholarly Papers (6)

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1.

Momentum in the Indian Equity Markets: Positive Convexity and Positive Alpha

Number of pages: 16 Posted: 18 Mar 2019 Last Revised: 23 Apr 2019
Sonam Srivastava, Gaurav Chakravorty and Mansi Singhal
Wright Research, Qplum and Qplum
Downloads 1,352 (36,635)

Abstract:

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tactical asset allocation, time series momentum, quantitative portfolio management, asset pricing, futures pricing, international financial markets, market efficiency

2.

Active Risk Budgeting: A Portfolio Construction Methodology for Futures Strategies

Number of pages: 18 Posted: 02 May 2019 Last Revised: 15 May 2019
Gaurav Chakravorty, Ankit Awasthi, Sonam Srivastava, Sanchit Gupta and Mansi Singhal
Qplum, Twilio, Wright Research, Qplum and Qplum
Downloads 856 (70,207)
Citation 2

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Portfolio Construction, Position Sizing, Managed Futures, Portfolio Optimization, Risk Budgeting, Risk Parity

3.

Regime Detection Based Risk Modeling of Asset Classes

Number of pages: 14 Posted: 28 May 2019
Gaurav Chakravorty, Anshul Sirohiya, Sonam Srivastava, Nikhil Agrawal and Mansi Singhal
Qplum, Qplum, Wright Research, QPLUM LLC and Qplum
Downloads 641 (102,902)

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Risk Targeting, Tactical Asset Allocation, Regime Detection, Risk Prediction, Portfolio Construction

4.

Active Risk Budgeting is better than the Tangency Portfolio

Number of pages: 15 Posted: 02 May 2019 Last Revised: 15 May 2019
Gaurav Chakravorty, Ankit Awasthi, Mansi Singhal, Sanchit Gupta and Sonam Srivastava
Qplum, Twilio, Qplum, Qplum and Wright Research
Downloads 602 (111,533)

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Portfolio Construction, Position Sizing, Managed Futures, Portfolio Optimization, Risk Budgeting, Risk Parity

5.

Optimal Tactical Asset Allocation – Using Recommender Systems in Portfolio Management

Number of pages: 17 Posted: 05 Mar 2019
Gaurav Chakravorty, Ankit Awasthi, Anshul Sirohiya and Mansi Singhal
Qplum, Twilio, Qplum and Qplum
Downloads 304 (248,651)

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Portfolio Construction, Tactical Allocation, Recommender Systems, Matrix Factorization, Global Macro Trading

6.

Dynamic Risk-Aware Yield Search: A Useful Tool for Fixed Income Investors

Number of pages: 18 Posted: 12 Feb 2019 Last Revised: 15 Feb 2019
Gaurav Chakravorty, Ankit Awasthi and Mansi Singhal
Qplum, Twilio and Qplum
Downloads 291 (260,469)
Citation 1

Abstract:

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Asset Allocation, Fixed Income, Government Bonds, Corporate Bonds, Inflation, Risk Management, Fixed Income Portfolio Management