William B. Kinlaw

State Street Global Markets

Senior Managing Director

One Lincoln Street

Boston, MA 02111-2900

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 22,576

SSRN RANKINGS

Top 22,576

in Total Papers Downloads

2,411

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

A New Index of the Business Cycle

MIT Sloan Research Paper No. 5908-20
Number of pages: 20 Posted: 21 Jan 2020
William B. Kinlaw, Mark Kritzman and David Turkington
State Street Global Markets, Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates
Downloads 2,163 (7,452)

Abstract:

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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

2.

Private Equity and the Leverage Myth

MIT Sloan Research Paper No. 5912-20
Number of pages: 21 Posted: 20 Feb 2020
State Street Corporate, State Street Global Markets, Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates
Downloads 248 (139,613)

Abstract:

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

3.

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, 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

4.

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, 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

5.

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 (745,345)

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

6.

Correlation Surprise

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

Abstract:

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Correlation surprise, turbulence