The cost of constraints: Risk management, agency theory and asset prices
A Alankar, P Blaustein, MS Scholes - 2013 - papers.ssrn.com
Traditional academic literature has relied on so-called “limits to arbitrage” theories to
explain why investment managers are unable to eliminate the effects of investor “irrational” …
explain why investment managers are unable to eliminate the effects of investor “irrational” …
Tail risk: challenges, mitigation, and research opportunities
SR Thiagarajan, A Alankar… - The Journal of …, 2015 - pm-research.com
This article discusses the multifaceted topic of tail risk. Topics include tail-risk perception,
portfolio and enterprise management, and mitigation. We start by summarizing the key insights …
portfolio and enterprise management, and mitigation. We start by summarizing the key insights …
From ELIZA to ChatGPT: The Evolution of Natural Language Processing and Financial Applications
…, M Johnson, B Feibel, A Alankar… - The Journal of …, 2023 - pm-research.com
… Ashwin Alankar …
The Use and Misuse of Tracking Error
…, M Johnson, B Feibel, A Alankar… - The Journal of …, 2023 - pm-research.com
… Ashwin Alankar …
Performance Measurement for Alternative Investments Portfolios
B Feibel, A Alankar, D Ding, A Maymin… - The Journal of …, 2023 - pm-research.com
… Ashwin Alankar …
Misleading Returns: How Ignoring Cash Flows Can Result in Performance Measurement Errors
…, M Johnson, B Feibel, A Alankar… - The Journal of …, 2023 - pm-research.com
… Ashwin Alankar …
[BOOK][B] Essays in latent variable and event study econometrics
AG Alankar - 2003 - search.proquest.com
This thesis explores the relationship between statistical performance and simplicity in
financial econometrics. The work draws upon two financially important areas: dynamic latent …
financial econometrics. The work draws upon two financially important areas: dynamic latent …
Time-Zero Direct Alpha: Investment-Level Calculations for Improved Skill Evaluation
…, M Johnson, B Feibel, A Alankar… - The Journal of …, 2023 - pm-research.com
… Ashwin Alankar …
Various Ex-Post Financial Contributions to a Return and the Different Questions They Address
…, M Johnson, B Feibel, A Alankar… - The Journal of …, 2023 - pm-research.com
… Ashwin Alankar …
Fairy Tails: Lessons from 150 Years of Drawdowns
A Alankar, D Ding, A Maymin, P Maymin… - The Journal of …, 2023 - pm-research.com
… Ashwin Alankar …