Best Practices in Research for Quantitative Equity Strategies

Joseph A. Cerniglia; Frank J. Fabozzi; Petter N. Kolm

doi:10.3905/jpm.2016.42.5.135

Best Practices in Research for Quantitative Equity Strategies

Joseph A. Cerniglia, Frank J. Fabozzi and Petter N. Kolm

The Journal of Portfolio Management Special QES Issue 2016, 42 (5) 135-143; DOI: https://doi.org/10.3905/jpm.2016.42.5.135

Joseph A. Cerniglia

is a director at BlackRock Inc. and a visiting researcher at New York University’s Courant Institute of Mathematical Sciences in New York, NY.

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For correspondence: jac355@nyu.edu

Frank J. Fabozzi

is a professor of finance at EDHEC Business School in Nice, France.

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For correspondence: frank.fabozzi@edhec.edu

Petter N. Kolm

is the director of the Mathematics in Finance Masters Program and professor of mathematics at New York University’s Courant Institute of Mathematical Sciences in New York, NY.

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For correspondence: petter.kolm@nyu.edu

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Best Practices in Research for Quantitative Equity Strategies

Joseph A. Cerniglia, Frank J. Fabozzi, Petter N. Kolm

The Journal of Portfolio Management Jul 2016, 42 (5) 135-143; DOI: 10.3905/jpm.2016.42.5.135

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Best Practices in Research for Quantitative Equity Strategies

Joseph A. Cerniglia, Frank J. Fabozzi, Petter N. Kolm

The Journal of Portfolio Management Jul 2016, 42 (5) 135-143; DOI: 10.3905/jpm.2016.42.5.135

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