Baykan Pamir

State Street Associates

Assistant Vice President

140 Mt. Auburn St.

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

3

DOWNLOADS

335

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

The Role of Cryptocurrencies in Investor Portfolios

MIT Sloan Research Paper No. 6418-21
Number of pages: 29 Posted: 18 Mar 2021
State Street Corporate, Windham Capital Management, State Street Associates and State Street Associates
Downloads 203 (179,958)

Abstract:

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Autocorrelation, Conditional correlation, Cross-correlation, Cryptocurrency, Full-scale optimization, Kinked utility function, Lottery preference, Pearson correlation, Single period correlation Z-score

2.

The COVID Report Card

MIT Sloan Research Paper 6185-20
Number of pages: 27 Posted: 20 Oct 2020
State Street Corporate, Windham Capital Management, State Street Associates and State Street Associates
Downloads 132 (256,761)

Abstract:

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COVID report card, Cross-sectional regression analysis, Implied deaths, New cases, Reported deaths,

3.

Enhanced Scenario Analysis

MIT Sloan Research Paper No. 5774-19
Posted: 20 May 2019 Last Revised: 30 Apr 2020
State Street Corporate, Windham Capital Management, State Street Associates and State Street Associates

Abstract:

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Covariance matrix, Economic scenarios, Euclidean distance, Financial turbulence, Gradient descent, Mahalanobis distance, Mean reversion, Mean-variance analysis, Multivariate normal distribution, Persistence, Scale independent, Scenario analysis