Nolan Alexander

1. Measuring Strategy-Decay Risk: Minimum Regime Performance and the Durability of Systematic Investing
   2026/04/09 by Nolan Alexander, Frank Fabozzi · 2 voices
   Economics, Econometrics and Finance · Mathematics · #q-fin.RM #q-fin.PM #stat.AP
2. On the Structure of Risk Contribution: A Leave-One-Out Decomposition into Inherent and Correlation Risk
   2026/04/11 by Nolan Alexander, Frank Fabozzi · 1 voice
   Economics, Econometrics and Finance · Mathematics · #q-fin.RM #q-fin.PM #stat.AP
3. Asset allocation using a Markov process of clustered efficient frontier coefficients states
   2026/04/05 by Nolan Alexander, William Scherer, Jamey Thompson · 1 voice · 3 citations
   Economics, Econometrics and Finance · Mathematics · #q-fin.PM #stat.AP
4. 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