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William Scherer

  1. Asset allocation using a Markov process of clustered efficient frontier coefficients states
    2026/04/05 by Nolan Alexander, William Scherer, Jamey Thompson · 1 voice
    Economics, Econometrics and Finance · Mathematics · #q-fin.PM #stat.AP
  2. Forecasting Tangency Portfolios and Investing in the Minimum Euclidean Distance Portfolio to Maximize Out-of-Sample Sharpe Ratios
    2026/04/05 by Nolan Alexander, William Scherer · 1 voice · 1 citation
    Economics, Econometrics and Finance · Mathematics · #q-fin.PM #stat.AP