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
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
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
Simge Ulucam
is a quantitative researcher at Aperio Group in Sausalito, CA
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In this issue
The Journal of Portfolio Management
Vol. 47, Issue 1
November 2020
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