Milind Sharma

QuantZ Capital Management LLC

44 Wall St., 12th Floor

12th Floor

NY, NY 10005

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 19,285

SSRN RANKINGS

Top 19,285

in Total Papers Downloads

2,613

SSRN CITATIONS
Rank 49,875

SSRN RANKINGS

Top 49,875

in Total Papers Citations

2

CROSSREF CITATIONS

8

Scholarly Papers (4)

A.I.R.A.P. - Alternative Rapms for Alternative Investments

Number of pages: 33 Posted: 29 Nov 2003
Milind Sharma
QuantZ Capital Management LLC
Downloads 1,073 (20,234)
Citation 8

Abstract:

Loading...

Hedge Funds, Risk Adjusted Performance, Certainty Equivalent, AIRAP

A.I.R.A.P. - Alternative RAPMs for Alternative Investments

Journal of Investment Management, Vol. 3, No. 4, 2004
Posted: 07 Jul 2004
Milind Sharma
QuantZ Capital Management LLC

Abstract:

Loading...

Hedge Funds, Risk Adjusted Performance, Certainty Equivalent, AIRAP

2.

Valuation of Cancelable Cross Currency Bermudan Swaps

Number of pages: 11 Posted: 13 Feb 2004
Milind Sharma and Jonathan Stein
QuantZ Capital Management LLC and Ernst & Young
Downloads 805 (31,176)

Abstract:

Loading...

Monte-Carlo, Bermudan, Swaption, Heath-Jarrow-Morton

A.I.R.A.P. - Alternative Views on Alternative Investments

Number of pages: 36 Posted: 09 Feb 2004
Milind Sharma
QuantZ Capital Management LLC
Downloads 610 (44,749)
Citation 2

Abstract:

Loading...

AIRAP, Hedge Funds, Certainty Equivalent, Skewness, Kurtosis

A.I.R.A.P. - Alternative Views on Alternative Investments

INTELLIGENT HEDGE FUND INVESTING, Barry Schachter, ed., Risk Books, 2004
Posted: 07 Jul 2004
Milind Sharma
QuantZ Capital Management LLC

Abstract:

Loading...

AIRAP, Hedge Funds, Certainty Equivalent, Skewness, Kurtosis

4.

The QMIT Leveraged Buyout (LBO) Model & Enhancements via Sentiment Based Alternative Data

Number of pages: 31 Posted: 07 Aug 2019
Milind Sharma and Aravind Ganesan
QuantZ Capital Management LLC and Columbia University, Graduate School of Arts and Sciences, Department of Mathematics, Mathematics of Finance, Mathematics of Finance MA Program, Students
Downloads 125 (236,990)

Abstract:

Loading...

Factor Investing, LBO Model, Risk Arbitrage, Machine Learning, Smart Betas, Alternative Data, News Sentiment