Danny Meidan

Independent

No Address Available

SCHOLARLY PAPERS

3

DOWNLOADS

22

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Upside and Downside Capture Ratios: How to Make Them Come out the Way You Want

Number of pages: 29 Posted: 25 Aug 2017
Robert Ferguson, Danny Meidan and Joel Rentzler
AnswersToGo, Independent and City University of New York (CUNY) - Baruch College
Downloads 22 (514,622)

Abstract:

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Capture Ratio, Upside, Downside, Performance Measurement, Alpha, Investment Management

2.

What's the Big Deal About Risk Parity?

Journal of Asset Management, September 2017, v(18)5, 341-346
Posted: 26 Jul 2017
Florida Atlantic University, AnswersToGo, Fordham University - Finance Area and Independent

Abstract:

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risk parity, risk, portfolio optimization, Sharpe ratio

3.

The Dependence of Upside Capture Ratios and Downside Capture Ratios on the Length of the Measurement Interval, Beta, and Alpha

Journal of Investment Management (JOIM), 2014, v12(2), 105-116
Posted: 15 Nov 2014 Last Revised: 25 Apr 2016
Robert Ferguson, Danny Meidan and Joel Rentzler
AnswersToGo, Independent and City University of New York (CUNY) - Baruch College

Abstract:

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Upside capture ratios, downside capture ratios, beta, alpha, performance measurement