Mansi Singhal

Qplum

Harborside 5, 185 Hudson St, Suite 1620

Jersey City, NJ 07311

United States

http://www.qplum.co

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 37,549

SSRN RANKINGS

Top 37,549

in Total Papers Downloads

1,306

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (6)

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
Wright Research, Qplum and Qplum
Downloads 397 (80,722)

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
Qplum, affiliation not provided to SSRN, Wright Research, Qplum and Qplum
Downloads 284 (117,349)

Abstract:

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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
Qplum, Qplum, Wright Research, QPLUM LLC and Qplum
Downloads 232 (144,235)

Abstract:

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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
Qplum, affiliation not provided to SSRN, Qplum, Qplum and Wright Research
Downloads 198 (167,491)

Abstract:

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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
Qplum, affiliation not provided to SSRN, Qplum and Qplum
Downloads 108 (273,768)

Abstract:

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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, affiliation not provided to SSRN and Qplum
Downloads 87 (315,387)
Citation 1

Abstract:

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