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Baykan Pamir

State Street Associates

Assistant Vice President

140 Mt. Auburn St.

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

2

DOWNLOADS

229

TOTAL CITATIONS

0

Scholarly Papers (2)

1.

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 229 (334,744)

Abstract:

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

2.

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