William B. Kinlaw

State Street Global Exchange

Managing Director

One Lincoln Street

Boston, MA 02111-2900

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 26,269

SSRN RANKINGS

Top 26,269

in Total Papers Downloads

1,386

CITATIONS

0

Scholarly Papers (4)

1.

The Components of Private Equity Performance: Implications for Portfolio Choice

MIT Sloan Research Paper No. 5084-14
Number of pages: 26 Posted: 07 Mar 2014
William B. Kinlaw, Mark Kritzman and Jason Mao
State Street Global Exchange, Windham Capital Management and State Street Corporation
Downloads 525 (21,327)

Abstract:

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

2.

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

MIT Sloan Research Paper No. 5110-14
Number of pages: 22 Posted: 26 Jul 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
Downloads 370 (40,766)

Abstract:

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:

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.

Correlation Surprise

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

Abstract:

Correlation surprise, turbulence