William B. Kinlaw

State Street Global Markets

Senior Managing Director

One Lincoln Street

Boston, MA 02111-2900

United States

SCHOLARLY PAPERS

10

DOWNLOADS

400

TOTAL CITATIONS

0

Scholarly Papers (10)

1.

Co-Occurrence: A New Perspective on Portfolio Diversification

MIT Sloan Research Paper No. 6892-23
Number of pages: 27 Posted: 17 May 2023 Last Revised: 22 May 2023
William B. Kinlaw, Mark Kritzman and David Turkington
State Street Global Markets, Windham Capital Management and State Street Associates
Downloads 400 (153,347)

Abstract:

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Autocorrelation, Co-occurrence, Divergence, Full-scale Optimization, Informativeness, Lagged Cross Correlation, Mahalanobis Distance, Mean-variance Analysis, Multi-horizon Optimal Portfolio, Parametric Optimization, Pearson Correlation, Turbulence

2.

Inflation Hedging: A Dynamic Approach Using Online Prices

Cavallo, A., M. Czasonis, W. Kinlaw and D. Turkington. 2023. "Inflation Hedging: A Dynamic Approach Using Online Prices." Journal of Portfolio Management (September).
Posted: 21 Sep 2022 Last Revised: 09 Sep 2023
Harvard University - Business School (HBS), State Street Corporate, State Street Global Markets and State Street Associates

Abstract:

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inflation, hedging, investing

3.

The Determinants of Inflation

Kinlaw, W., M. Kritzman, M. Metcalfe and D. Turkington. 2023. "The Determinants of Inflation." The Journal of Investment Management, 21 (3).
Posted: 16 Jun 2022 Last Revised: 09 Sep 2023
State Street Global Markets, Windham Capital Management, State Street Global Markets and State Street Associates

Abstract:

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Baum-Welch Algorithm, Euclidean Distance, Hidden Markov Model, Mahalanobis Distance, Markov process, Regime Characteristic, z-score

4.

The Myth of Diversification Reconsidered

MIT Sloan Research Paper No. 6257-21
Posted: 11 Feb 2021
State Street Global Markets, Windham Capital Management, affiliation not provided to SSRN and State Street Associates

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Bivariate normal distribution, conditional correlation, correlation asymmetry, correlation profile, exceedance correlation, full scale optimization, mean variance optimization, tail dependence

5.

Private Equity and the Leverage Myth

MIT Sloan Research Paper No. 5912-20
Posted: 20 Feb 2020
State Street Corporate, State Street Global Markets, Windham Capital Management and State Street Associates

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Fundamental risk, Leverage multiple, Leverage myth, Mean-variance analysis

6.

A New Index of the Business Cycle

MIT Sloan Research Paper No. 5908-20
Posted: 21 Jan 2020
William B. Kinlaw, Mark Kritzman and David Turkington
State Street Global Markets, Windham Capital Management and State Street Associates

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Business cycle, Coincident indicator, Conference Board, KKT Index, Lagging indicator, Leading indicator, Mahalanobis distance, NBER, Robust growth, Recession, Statistical similarity, Yield curve

7.

The Divergence of High- and Low-Frequency Estimation: Implications for Performance Measurement

MIT Sloan Research Paper No. 5110-14, https://doi.org/10.3905/jpm.2015.41.3.014
Posted: 21 May 2019
William B. Kinlaw, Mark Kritzman and David Turkington
State Street Global Markets, Windham Capital Management and State Street Associates

Abstract:

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Auto-correlation, Cross-correlation, Excess dispersion, High-frequency estimation, Information ratio, Low-frequency estimation, Risk parity, Security market line, Sharpe ratio, Square root of time, Tracking error

8.

The Divergence of the High and Low Frequency Estimation: Causes and Consequences

MIT Sloan Research Paper No. 5087-14
Posted: 14 May 2014
William B. Kinlaw, Mark Kritzman and David Turkington
State Street Global Markets, Windham Capital Management and State Street Associates

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Auto-correlation, Comparative statics, Cross-correlation, Excess dispersion, High-frequency estimation, Independent and identically distributed, Iso-expected return curve, Low-frequency estimation, Tracking error, Triannualized, Variance ratio

9.

The Components of Private Equity Performance: Implications for Portfolio Choice

MIT Sloan Research Paper No. 5084-14, https://doi.org/10.3905/jai.2015.18.2.025
Posted: 07 Mar 2014
William B. Kinlaw, Mark Kritzman and Jason Mao
State Street Global Markets, Windham Capital Management and State Street Corporate
Downloads 0 (1,289,203)

Abstract:

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Asset class alpha, Excess return, First mover advantage, Illiquidity premium, Lock up, Pseudo private equity, Risk-equivalent return, Shadow allocation, Shadow asset, Shadow liability, Stepwise regression

10.

Correlation Surprise

Posted: 21 Aug 2012
William B. Kinlaw and David Turkington
State Street Global Markets and State Street Associates

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Correlation surprise, turbulence