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Better Betas

Lisa R. Goldberg, Alex Papanicolaou, Alex Shkolnik and Simge Ulucam
The Journal of Portfolio Management November 2020, 47 (1) 119-136; DOI: https://doi.org/10.3905/jpm.2020.47.1.119
Lisa R. Goldberg
is a professor of the practice of economics and co-director of the Consortium for Data Analytics in Risk at the University of California in Berkeley, CA. She is also the director of research at Aperio Group in Sausalito, CA
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Alex Papanicolaou
is a chief data scientist at Intelligent Financial Machines in Palo Alto, CA, and is with the Consortium for Data Analytics in Risk, University of California in Berkeley, CA
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Alex Shkolnik
is an assistant professor in the Department of Statistics and Applied Probability at the University of California in Santa Barbara, CA, and is with the Consortium for Data Analytics in Risk, University of California in Berkeley, CA
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Simge Ulucam
is a quantitative researcher at Aperio Group in Sausalito, CA
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Article Information

vol. 47 no. 1 119-136
DOI 
https://doi.org/10.3905/jpm.2020.47.1.119

Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online November 2, 2020.

Copyright & Usage 
© 2020 Pageant Media Ltd

Author Information

  1. Lisa R. Goldberg
    1. is a professor of the practice of economics and co-director of the Consortium for Data Analytics in Risk at the University of California in Berkeley, CA. She is also the director of research at Aperio Group in Sausalito, CA. (lrg{at}berkeley.edu)
  2. Alex Papanicolaou
    1. is a chief data scientist at Intelligent Financial Machines in Palo Alto, CA, and is with the Consortium for Data Analytics in Risk, University of California in Berkeley, CA. (alex.papanic{at}gmail.com)
  3. Alex Shkolnik
    1. is an assistant professor in the Department of Statistics and Applied Probability at the University of California in Santa Barbara, CA, and is with the Consortium for Data Analytics in Risk, University of California in Berkeley, CA. (shkolnik{at}ucsb.edu)
  4. Simge Ulucam
    1. is a quantitative researcher at Aperio Group in Sausalito, CA. (sulucam{at}aperiogroup.com)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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The Journal of Portfolio Management
Vol. 47, Issue 1
November 2020
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Better Betas
Lisa R. Goldberg, Alex Papanicolaou, Alex Shkolnik, Simge Ulucam
The Journal of Portfolio Management Oct 2020, 47 (1) 119-136; DOI: 10.3905/jpm.2020.47.1.119

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Better Betas
Lisa R. Goldberg, Alex Papanicolaou, Alex Shkolnik, Simge Ulucam
The Journal of Portfolio Management Oct 2020, 47 (1) 119-136; DOI: 10.3905/jpm.2020.47.1.119
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