Anessa Custovic

Cardinal Retirement Planning Inc.

2530 Meridian Pkway #100

Durham, NC 27713

United States

SCHOLARLY PAPERS

4

DOWNLOADS

604

SSRN CITATIONS
Rank 43,333

SSRN RANKINGS

Top 43,333

in Total Papers Citations

15

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis

Number of pages: 24 Posted: 26 Apr 2018 Last Revised: 11 May 2018
Christian Conrad, Anessa Custovic and Eric Ghysels
Heidelberg University - Alfred Weber Institute for Economics, Cardinal Retirement Planning Inc. and University of North Carolina Kenan-Flagler Business School
Downloads 245 (150,220)
Citation 16

Abstract:

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Baltic dry index, Bitcoin volatility, digital currency, GARCH-MIDAS, pro-cyclical volatility, volume

2.

Crowdsourcing Economic Forecasts

Number of pages: 33 Posted: 26 Apr 2018 Last Revised: 08 May 2019
Mike Aguilar, Anessa Custovic and Amar M. Patel
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Cardinal Retirement Planning Inc. and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Downloads 164 (216,678)

Abstract:

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wisdom of crowds, macroeconomic forecasting, expert forecast, macroeconomic news, forecasting

3.

Portfolio Optimization Without Optimization

Number of pages: 35 Posted: 21 Jan 2021
Mike Aguilar and Anessa Custovic
University of North Carolina (UNC) at Chapel Hill - Department of Economics and Cardinal Retirement Planning Inc.
Downloads 134 (255,622)

Abstract:

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index tracking, portfolio resilience, evolutionary heuristic, revealed preferences, full scale optimization

4.

Quantile Tracking Errors (QuTE)

Number of pages: 31 Posted: 22 Feb 2020
Mike Aguilar, Ruyang Chengan and Anessa Custovic
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Independent and Cardinal Retirement Planning Inc.
Downloads 61 (418,600)
Citation 1

Abstract:

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tracking error, index tracking