Better Betas

Lisa R. Goldberg; Alex Papanicolaou; Alex Shkolnik; Simge Ulucam

doi:10.3905/jpm.2020.47.1.119

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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The Journal of Portfolio Management

Vol. 47, Issue 1

November 2020

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