Khalifa Al-Thani

Qatar Investment Authority

  • Qatar Investment Authority

SCHOLARLY PAPERS

2

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348

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Scholarly Papers (2)

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1.

Inconsistency of the Capital Asset Pricing Model in a Multi-Currency Environment

Number of pages: 13 Posted: 02 Jun 2023
Khalifa Al-Thani, Domenico Mignacca, Gianluca Fusai, Fabio Caccioli and Guido Germano
Qatar Investment Authority, Qatar Investment Authority, Università del Piemonte Orientale Dipartimento di Studi per l'Economia e l'Impresa, University College London and University College London
Downloads 319 (205,704)

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CAPM, Asset Pricing, Asset Allocation, Portfolio Construction

2.

Preserving Valuable Data: Backfilling Returns Using Deep Learning

Number of pages: 16 Posted: 25 Nov 2024
Khalifa Al-Thani
Qatar Investment Authority
Downloads 29 (1,054,187)

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Backfilling returns, asset allocation, Machine learning, deep neural networks, portfolio construction, risk modelling, expected returns