research
∙
04/16/2020
Short-Term Covid-19 Forecast for Latecomers
The number of Covid-19 cases is increasing dramatically worldwide. There...
share
research
∙
02/05/2020
Sharpe Ratio in High Dimensions: Cases of Maximum Out of Sample, Constrained Maximum, and Optimal Portfolio Choice
In this paper, we analyze maximum Sharpe ratio when the number of assets...
research
∙
08/10/2018
