Nikhil Agrawal

QPLUM LLC

Harborside 5, 185 Hudson St, Suite 1620

Jersey City, NJ 07311

United States

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Scholarly Papers (1)

1.

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