Risk parity optimality
…, PZ Maymin, ZG Maymin - Journal of Portfolio …, 2015 - search.proquest.com
In this article, the authors show under general conditions that the probability of risk parity
beating any other portfolio is more than 50%. They also prove the maximin properties of a risk-…
beating any other portfolio is more than 50%. They also prove the maximin properties of a risk-…
Any regulation of risk increases risk
PZ Maymin, ZG Maymin - Financial Markets and Portfolio Management, 2012 - Springer
We show that any objective risk measurement algorithm mandated by central banks for
regulated financial entities will result in more risk being taken by those financial entities than …
regulated financial entities will result in more risk being taken by those financial entities than …
Maimonides risk parity
PZ Maymin, ZG Maymin - Quantitative Finance Letters, 2013 - Taylor & Francis
Drawing on and extending an estate allocation algorithm of twelfth-century philosopher
Moses ben Maimon, we show how ‘Maimonides Risk Parity’ can link together the equal-weighted…
Moses ben Maimon, we show how ‘Maimonides Risk Parity’ can link together the equal-weighted…
Behavioral Despair in the Talmud: New Solutions to Unsolved Millennium-Old Legal Problems
PZ Maymin, ZG Maymin, ZN Maymin - Asian Journal of Law and …, 2017 - degruyter.com
We solve two “unsolvable” (teyku) problems from the Talmud that had remained unsolved for
about one and a half thousand years despite massive and nearly continuous commentary …
about one and a half thousand years despite massive and nearly continuous commentary …
[PDF][PDF] Behavioral Despair in the Talmud
MM Feldman, PZ Maymin, ZG Maymin, ZN Maymin - contravex.com
We solve two “unsolvable”(teyku) problems from the Talmud that had remained unsolved for
about one and a half thousand years. The Talmudic problems concern the implied decision-…
about one and a half thousand years. The Talmudic problems concern the implied decision-…
When Can You Pick Up Fallen Fruit?
MM Feldman, PZ Maymin, ZN Maymin, ZG Maymin - 2017 - core.ac.uk
… Maymin*, Zina N. Maymin, Zakhar G. Maymin *Ernest C. Trefz School of Business …
Practical Applications of Risk Parity Optimality
…, PZ Maymin, ZG Maymin, G Gauri - Practical …, 2015 - pm-research.com
… Fisher , Chief Investment Officer of Gerstein Fisher , and Philip’s father Zakhar G. Maymin,
formerly head of research at Gerstein Fisher’s research center) present their theoretical …
formerly head of research at Gerstein Fisher’s research center) present their theoretical …
Constructing the best trading strategy: a new general framework
P Maymin, Z Maymin - Available at SSRN 1896146, 2011 - papers.ssrn.com
We introduce a new general framework for constructing the best trading strategy for a given
historical indicator. We construct the unique trading strategy with the highest expected return. …
historical indicator. We construct the unique trading strategy with the highest expected return. …
Mutual fund outperformance and growth
GS Fisher, P Maymin, Z Maymin - Journal of Investment …, 2014 - papers.ssrn.com
Does better performance lead to more assets? We examine nearly 30,000 mutual funds to
determine the effect that a funds outperformance relative to its peers has on the funds later …
determine the effect that a funds outperformance relative to its peers has on the funds later …
[CITATION][C] The Curse of Knowledge: When and Why Risk Parity Beats Tangency
GS Fisher, PZ Maymin, ZG Maymin