Shankar Venkatraman

Cornell University - College of Engineering

Ithaca, NY 14853

United States

  • Cornell University - College of Engineering

SCHOLARLY PAPERS

3

DOWNLOADS

1,080

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (3)

Actions:
Email selected abstracts
1.

The ESG Sacrifice

Number of pages: 14 Posted: 18 Dec 2019
Alexander Joshua Michael Fish, DH Kim and Shankar Venkatraman
Cornell University - College of Engineering, Cornell University and Cornell University - College of Engineering
Downloads 768 (51,307)
Citation 8

Abstract:

Loading...

ESG, Socially Responsible Investing, Hierarchical Risk Parity, Mean Variance Optimization, Computational Finance, Financial Engineering

2.

Black-Litterman Framework to Test the Effectiveness of Technical Indicators in Portfolio Optimization

Number of pages: 14 Posted: 01 Dec 2019
Alexander Joshua Michael Fish, Anant Patel, Anant Patel and Shankar Venkatraman
Cornell University - College of Engineering, Cornell UniversityCornell University - College of Engineering and Cornell University - College of Engineering
Downloads 170 (268,649)

Abstract:

Loading...

Portfolio Management, Optimization, Computational Finance, Black-Litterman, Technical Analysis, Finance, Investments

3.

Optimal Asset Allocation for a Portfolio of Cointegrated Commodity-ETF Pairs

Number of pages: 15 Posted: 01 Dec 2019 Last Revised: 07 Dec 2019
Alexander Joshua Michael Fish, Anant Patel, Anant Patel and Shankar Venkatraman
Cornell University - College of Engineering, Cornell UniversityCornell University - College of Engineering and Cornell University - College of Engineering
Downloads 142 (311,642)

Abstract:

Loading...

Optimization, Portfolio Management, Commodities, Pairs Trading, Financial Mathematics, Financial Engineering