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Statistical theory / Covariance and correlation / Summary statistics / Shrinkage estimator / Covariance / Sample mean and sample covariance / Variance / Resampled efficient frontier / Standard deviation / Statistics / Data analysis / Estimation theory


Document Date: 2012-05-28 17:42:22

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City

London / New York / /

Company

Oxford University Press / McGraw-Hill / Credit Suisse First Boston / /

Country

United States / /

Currency

GBP / cent / /

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Facility

University of California Press / /

IndustryTerm

e -e / mean-variance optimization software / portfolio management / quadratic optimization software / active management / financial applications / fundamental law / /

MarketIndex

S&P 500 / FTSE 100 / Nikkei 225 / NASDAQ 100 / DJ Euro Stoxx 50 / DJIA / /

Organization

American Statistical Association / US Federal Reserve / Oxford University / University of California Press / Universitat Pompeu Fabra in Barcelona / /

Person

Gregory / Michael Wolf / Carl Morris / Silva / Bradley / Connor / James E. Savarino / Steven Thorley / Bob M. Korkie / J. Dave / Robert A. Korajczyk / Ronald N. Kahn / Olivier Ledoit / Ajani Malik / /

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Position

professor of economics / skilled active manager / manager makes / portfolio manager / manager / managing director in the Equities Division / active manager / wB / Simplified Model for Portfolio Analysis / associate professor / /

ProgrammingLanguage

E / L / /

PublishedMedium

Journal of Financial and Quantitative Analysis / Scientific American / Journal of Finance / Financial Analysts Journal / Journal of the American Statistical Association / /

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XETRA / /

Technology

Alpha / /

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http /

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