Zobrazeno 1 - 10
of 25
pro vyhledávání: '"Nicholas Alonso"'
Autor:
Nicholas Alonso, Jeffrey L. Krichmar
Publikováno v:
Nature Communications, Vol 15, Iss 1, Pp 1-15 (2024)
Abstract An important difference between brains and deep neural networks is the way they learn. Nervous systems learn online where a stream of noisy data points are presented in a non-independent, identically distributed way. Further, synaptic plasti
Externí odkaz:
https://doaj.org/article/fbb9458be54d423f9e94a0c2eca4cd33
Publikováno v:
The Journal of Portfolio Management. 48:8-24
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c7e270d9f1d0652849d8f3b76fa050f0
https://doi.org/10.3905/jpm.2021.1.325
https://doi.org/10.3905/jpm.2021.1.325
Publikováno v:
Christian World; Feb1869, Vol. 20 Issue 2, p47-49, 3p
Autor:
Oleg Nusinzon, Nicholas Alonso
Publikováno v:
The Journal of Portfolio Management. 46:58-70
With increasing investor interest in low-volatility equity strategies comes a need for greater scrutiny of different methodologies used to achieve low-volatility exposure. In an earlier article, the authors investigated the analytical differences bet
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ca5ea73c99cc917b5ff58bc632643c08
https://doi.org/10.3905/jpm.2020.1.163
https://doi.org/10.3905/jpm.2020.1.163
Autor:
Emre Neftci, Nicholas Alonso
Publikováno v:
ICONS
Predictive coding (PC) is a general theory of cortical function. The local, gradient-based learning rules found in one kind of PC model have recently been shown to closely approximate backpropagation. This finding suggests that this gradient-based PC
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7a72a531d3c96f042cb919e59a31762c
https://doi.org/10.1145/3477145.3477148
https://doi.org/10.1145/3477145.3477148
Autor:
Nicholas Alonso, Mark Barnes
Publikováno v:
The Journal of Investing. 25:103-115
Investors are increasingly interested in portfolios that are not cap-weighted and that give exposure to specific factor premiums, which we call smart beta portfolios. In this article, we focus on the asset weighting used in smart beta portfolios and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::713def1753a53d4152d7a5696ba8f25e
https://doi.org/10.3905/joi.2016.25.1.103
https://doi.org/10.3905/joi.2016.25.1.103
Publikováno v:
The Journal of Portfolio Management. 41:19-34
In contrast to factor-based smart beta, diversification-based smart beta assumes that, seemingly naively, all investments are the same in some dimension. The four possible dimensions—portfolio weight, expected return, risk-adjusted return, and risk
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::114ddd795d5b03af8ac32767eb6cb1e7
https://doi.org/10.3905/jpm.2015.41.4.019
https://doi.org/10.3905/jpm.2015.41.4.019
Autor:
Nicholas Alonso, Eric H. Sorensen
Publikováno v:
The Journal of Portfolio Management. 41:23-32
This article examines the application of risk parity to fully diversify an equity portfolio. It presents wealth accumulation in a stochastic dominance framework, tested over increasing investment horizons. The portfolio construction algorithms consid
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9441d87c2abec5665c4fe2cf0a0dd451
https://doi.org/10.3905/jpm.2015.41.2.023
https://doi.org/10.3905/jpm.2015.41.2.023
Autor:
Edward Qian, Nicholas Alonso
Publikováno v:
The Journal of Investing. 22:99-106
Risk-based investment strategies such as Risk Parity and minimum variance tend to have better long term risk-adjusted returns but lower risks than traditional capital-based investment strategies. In order to either derive higher return or to better m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f96fd3d5017e6bb0572ea8b1483f8280
https://doi.org/10.3905/joi.2013.22.3.099
https://doi.org/10.3905/joi.2013.22.3.099
Publikováno v:
Practical Applications. 3:1.10-5
Overview Investors who still believe that a bold market cap-weighted portfolio always beats the less sexy quantitative approach to passive, diversified investing may be surprised by the results of new research showing that diversification-based beta,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::159141c26bb89dd8f154513fb60065b8
https://doi.org/10.3905/pa.2015.3.sb.137
https://doi.org/10.3905/pa.2015.3.sb.137