Maxim Golts

4x4invest

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 20,563

SSRN RANKINGS

Top 20,563

in Total Papers Downloads

4,501

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (6)

1.

A Sharper Angle on Optimization

Number of pages: 16 Posted: 07 Oct 2009 Last Revised: 19 Nov 2009
Maxim Golts and Gregory C. Jones
4x4invest and 4x4invest
Downloads 1,753 (18,123)
Citation 2

Abstract:

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mean-variance optimization, covariance matrix, condition number, leverage, Sharpe Ratio

2.

4×4 Asset Allocation

Number of pages: 25 Posted: 27 Oct 2021 Last Revised: 22 Feb 2023
Maxim Golts and Gregory C. Jones
4x4invest and 4x4invest
Downloads 1,505 (22,878)

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Asset Allocation, Liquidity, Income, Capital Preservation, Growth

3.

Diversification, Volatilities, and the Supercurrency: The FX Markets Since Bretton Woods

Number of pages: 40 Posted: 16 May 2010
Maxim Golts and Gregory C. Jones
4x4invest and 4x4invest
Downloads 576 (86,064)
Citation 2

Abstract:

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diversification, intrinsic volatility, FX modeling, numeraire, effective dimension, entropy, market breadth, Euro, minimal spanning trees

4.

A Forward-Solving Numerical Technique for Dynamic Consumption and Portfolio Allocation Problems

Number of pages: 44 Posted: 18 Mar 2005
Santa Clara University - Finance Department, 4x4invest, Harvard Business School - Finance Unit and Harvard University
Downloads 475 (109,133)

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Numerical, Consumption, Portfolio Choice, Asset Allocation

5.

4×4 Goal Parity

Number of pages: 34 Posted: 02 Jun 2023 Last Revised: 24 Jun 2023
Maxim Golts and Gregory C. Jones
4x4invest and 4x4invest
Downloads 192 (282,704)

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Strategic Asset Allocation, Goal Based Investing, Portfolio Construction, Liquidity, Income, Capital Preservation, Growth

6.

Liquidity Options

Journal of Derivatives, Vol. 18, No. 1, 2010, https://doi.org/10.3905/jod.2010.2010.1.005, Revere Street Working Paper Series No. 272-27
Posted: 21 May 2019
Maxim Golts and Mark Kritzman
4x4invest and Windham Capital Management

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liquidity, option, volatility, bid-offer spread, hedge funds, private equity