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Saving Markowitz with Cauchy Interlacing Risk Parity
by Rogério Oliveira Ph.D., Modeling and Risk Director.
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The Quest For Alpha in Equity Gamma
by Rogério Oliveira Ph.D., Modeling and Risk Director, and Gustavo Warssentein, Quantitative Analyst.
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Optimal Rebalance with Market Impact Transaction Costs
by Rogerio Oliveira Ph.D., Modeling and Risk Director.
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Stock Market Investing through Risk Factors
by Rogerio Oliveira Ph.D., Modeling and Risk Director.
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