Alumni Publications

Below is a selection of articles by PhD Alumni which were recently published or are forthcoming in peer-reviewed academic and professional journals.

 

  • A Modified Hierarchical Risk Parity Framework for Portfolio Management, Marat Molyboga, forthcoming in the Journal of Financial Data Science.

 

 

  • Performance of Retirement Funds: An Analysis Focused on Pure Insurance Companies, Carlos Heitor Campani and William Clem Soares, forthcoming in Accounting & Finance Review.

 

  • Equally Weighted Portfolios and Momentum Effect: An Interesting Combination for Unsophisticated Investors?, Carlos Heitor Campani, Fábio Civiletti and Raphael Moses Roquete, forthcoming in Brazilian Business Review.

 

 

 

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  • CDS Implied Credit RatingsJeroen Jansen and Frank J. Fabozzi, Journal of Fixed Income, Spring 2017, Volume 26, Issue 4, Pages 25-52.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

See Also

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