Maria Garrahan

Massachusetts Pension Reserves Investment Management

Director of Research

84 State Street

Suite 250

Boston, MA 02109

United States

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Applied Finance and The Third Culture

Number of pages: 31 Posted: 13 Jul 2020 Last Revised: 16 Mar 2021
Sonya Cates, Maria Garrahan and Stephen Lawrence
Roger Williams University, Massachusetts Pension Reserves Investment Management and The Vanguard Group
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Abstract:

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Machine Learning, Econometrics, Applied Finance, Investment Process, Volatility Modeling, GARCH, Elastic Net Blending, Research Culture