Low-frequency data present significant challenges to investors because infrequent observations
lead to imperfect intra-period understandings of market behavior, which in turn frustrate …

… In this report, Mark Szigety and Mickaël Mallinger-Dogan of Harvard Management Company
outline two options for institutional investors to incorporate low-frequency data of illiquid …

… This work builds on that of Dogan and Szigety [Mallinger-Dogan and Szigety, 2014] and
provides an overview of data inference methods applicable to investing and compares these …

We analyze the correlation between different assets in the cryptocurrency market throughout
different phases, specifically bearish and bullish periods. Taking advantage of a fine-…

An endowment is only one component of the total economic worth of a charitable organization.
Other assets, such as real estate, donation revenue, and program service fees generally …