Dynamics of the Shape of the Yield Curve

A Ilmanen, R Iwanowski - The Journal of Fixed Income, 1997 - search.proquest.com
A study examines 2 broad questions about yield curve behavior-how to interpret the steepness
and curvature of the yield curve on a given day, and how the yield curve evolves over time…

US fixed-income sector allocation.

RJ Iwanowski - Journal of Portfolio Management, 1996 - elibrary.ru
Studies the cross-sectional relationship in returns across sectors of the United States fixed-income
market. Construction of portfolios whose risk characteristics remain constant through …

Niskanen Center funding 2-16-2022

D Osborne - 2022 - policycommons.net
… ‐21 $7,500.00 1 year General operating support Ray Iwanowski Jul‐21 $50,000.00 1 year
… ‐21 $25,000.00 1 year Immigration public policy Ray Iwanowski Nov‐21 $70,000.00 1 year …

Do hedge funds hedge?

CS Asness, R Krail, JM Liew - Available at SSRN 252810, 2001 - papers.ssrn.com
In addition to attractive returns, many hedge funds claim to provide significant diversification
for traditional portfolios. This paper empirically examines the return and diversification …

[PDF][PDF] Optimal execution of portfolio transactions

R Almgren, N Chriss - Journal of Risk, 2001 - quantitativebrokers.com
We consider the execution of portfolio transactions with the aim of minimizing a combination
of volatility risk and transaction costs arising from permanent and temporary market impact. …

The Seasonality of Momemtum: Analysis of Tradability

R Sadka - … University Department of Finance working paper, 2002 - papers.ssrn.com
This paper shows that momentum-based strategies have exhibited high excess returns
during the last several decades, especially in December and January. The effect of trading on …

[BOOK][B] The crisis of crowding: Quant copycats, ugly models, and the new crash normal

LB Chincarini - 2012 - books.google.com
A rare analytical look at the financial crisis using simple analysis The economic crisis that
began in 2008 revealed the numerous problems in our financial system, from the way …

A Primer on Risk Measurement Tools: Insights on their Uses, Importance and Shortcomings

JD Rosengarten, J Sun - Goldman Sachs Strategic Research, May, 2007 - papers.ssrn.com
For any given level of risk, investors generally aspire to engage in as many profit making
opportunities as possible.“Risk” is the fuel source that makes profits possible. Yet, like any fuel …

X-ray photoelectron spectra of zinc-blende MnTe

RJ Iwanowski, MH Heinonen, E Janik - Chemical physics letters, 2004 - Elsevier
Core-level XPS studies of zinc-blende MnTe (grown by MBE) have been performed for the
first time. Crystal surface was cleaned in situ by Ar + ion sputtering followed by annealing. …

[CITATION][C] How do corporate spread curves move over time

R Iwanowski, R Chandra - An empirical study of the Salomon Brothers Corporate …, 1995