Better Betas | The Journal of Portfolio Management

The Journal of Portfolio Management

Article Information

vol. 47 no. 1 119-136

DOI

https://doi.org/10.3905/jpm.2020.47.1.119

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Pageant Media Ltd

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Published online November 2, 2020.

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© 2020 Pageant Media Ltd

Author Information

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)
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)
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)
Simge Ulucam
1. is a quantitative researcher at Aperio Group in Sausalito, CA. (sulucam{at}aperiogroup.com)

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