William B. Kinlaw

State Street Global Exchange

Managing Director

One Lincoln Street

Boston, MA 02111-2900

United States

SCHOLARLY PAPERS

5

DOWNLOADS

509

CITATIONS

0

Scholarly Papers (5)

1.

Crowded Trades: Implications for Sector Rotation and Factor Timing

MIT Sloan Research Paper No. 5404-18
Number of pages: 29 Posted: 23 May 2018 Last Revised: 03 Oct 2018
William B. Kinlaw, Mark Kritzman and David Turkington
State Street Global Exchange, Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates
Downloads 509 (53,071)

Abstract:

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Absorption ratio, Asset centrality, Bubble, Crowded trade, Deflationary crowding, Fundamental value, Inflationary crowding, Relative value

2.

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 Exchange, Massachusetts Institute of Technology (MIT) - Sloan School of 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

3.

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 Exchange, Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates

Abstract:

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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

4.

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 Exchange, Windham Capital Management and State Street Corporate
Downloads 0 (655,398)

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

5.

Correlation Surprise

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

Abstract:

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Correlation surprise, turbulence