Ritirupa Samanta

State Street Global Advisors

One Lincoln Street

Boston, MA 02111-2900

United States

SCHOLARLY PAPERS

2

DOWNLOADS

1,282

TOTAL CITATIONS

17

Scholarly Papers (2)

1.

Extreme Value Theory and Fat Tails in Equity Markets

Number of pages: 43 Posted: 04 Jan 2006
Blake LeBaron and Ritirupa Samanta
Brandeis University - International Business School and State Street Global Advisors
Downloads 1,084 (42,560)
Citation 16

Abstract:

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Power-laws, risk management, bootstrap

2.

Quality Assurance: De-Mystifying the Quality Factor in Equities and Bonds

Number of pages: 22 Posted: 05 Dec 2017
Jennifer Bender and Ritirupa Samanta
State Street Global Advisors and State Street Global Advisors
Downloads 198 (315,309)
Citation 1

Abstract:

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Quality, Multi-Asset Class, Equities, Bonds, Factor Investing