Alexander Greyserman

ISAM

5100 Town Center Circle

Suite 430

Boca Raton, FL 33686

United States

Columbia University - Department of Mathematics

Adjunct Professor

United States

SCHOLARLY PAPERS

2

DOWNLOADS

439

CITATIONS

0

Scholarly Papers (2)

1.
Downloads 261 (114,213)

Abstract:

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skew, volatility, drawdown, behavioral biases, loss aversion, recency bias

2.

Skew and Trend Aversion

Journal of Alternative Investments, Forthcoming
Number of pages: 25 Posted: 17 Jan 2019
Zack Dugan and Alexander Greyserman
ISAM and ISAM
Downloads 178 (165,015)

Abstract:

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behavioral biases, loss aversion, recency bias, skew, trend following, portfolio optimization