Edouard Senechal

State of Wisconsin Investment Board

Senior Portfolio Manager

121 E Wilson St

Madison, WI 53703

United States

http://www.swib.state.wi.us

SCHOLARLY PAPERS

2

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Top 23,903

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TOTAL CITATIONS

1

Scholarly Papers (2)

1.

Empirical evidence on the stock-bond correlation

Number of pages: 52 Posted: 26 Jul 2023 Last Revised: 09 Feb 2024
affiliation not provided to SSRN, State of Wisconsin Investment Board, Erasmus University Rotterdam (EUR) and PGIM Quant Solutions
Downloads 4,435 (4,702)
Citation 1

Abstract:

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Bonds, Correlation, Inflation, Interest rates, Stocks

2.

The Empirical Law of Active Management: Perspectives on the Declining Skill of U.S. Fund Managers

The Journal of Portfolio Management, Fall 2010, 37 (1) 121 - 132 DOI 10.3905/jpm.2010.37.1.121
Posted: 03 Aug 2023
Edouard Senechal
State of Wisconsin Investment Board

Abstract:

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Portfolio Managment, Information Coefficient, Information Ratio, Diversifification, Risk