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Emmanuel Candes

Stanford University

BlackRock Investment Institute

SCHOLARLY PAPERS

3

DOWNLOADS

1,492

TOTAL CITATIONS

3

Scholarly Papers (3)

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1.

Thematic Investing: A Risk-based Perspective

Number of pages: 27 Posted: 11 Jul 2025
Emmanuel Candes, Trevor Hastie, Ked Hogan, Ronald Kahn, Robert Luo and Asher Spector
Stanford University, Stanford University, BlackRock, Inc, BlackRock, BlackRock, Inc and Stanford University
Downloads 1,224 (45,139)
Citation 3

Abstract:

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Thematic Investing, Risk Models, Residual Returns, Average Pairwise Correlation, Mosaic Permutations, Bootstrap Test

2.

Enhancing a Risk Model by Adding Transient Statistical Factors

Number of pages: 32 Posted: 15 May 2026
Alexandros Tzikas, Emmanuel Candes, Trevor Hastie, Stephen Boyd, Mykel Kochenderfer and Ronald Kahn
Stanford University - Department of Aeronautics and Astronautics, Stanford University, Stanford University, Stanford University - Department of Electrical Engineering, Stanford University and BlackRock
Downloads 222 (420,133)

Abstract:

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Risk Model, Maximum Likelihood Estimation, Factor Model, Statistical Factors

3.

Single-Asset Adaptive Leveraged Volatility Control

Number of pages: 16 Posted: 10 Apr 2026
Nikhil Devanathan, Dylan Rueter, Stephen Boyd, Emmanuel Candes, Trevor Hastie, Mykel Kochenderfer, Arpit Apoorv, David Soronow and Igor Zamkovsky
Independent, Independent, Stanford University - Department of Electrical Engineering, Stanford University, Stanford University, Stanford University, BlackRock, Inc, BlackRock, Inc and BlackRock, Inc
Downloads 46 (1,157,785)

Abstract:

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Portfolio Management, Control