{"id":54,"date":"2013-05-06T18:22:04","date_gmt":"2013-05-06T18:22:04","guid":{"rendered":"https:\/\/wordpress.clarku.edu\/gweisang\/?page_id=54"},"modified":"2016-04-11T15:32:27","modified_gmt":"2016-04-11T15:32:27","slug":"publications","status":"publish","type":"page","link":"https:\/\/wordpress.clarku.edu\/gweisang\/research\/publications\/","title":{"rendered":"Publications"},"content":{"rendered":"<p>\u201c<strong>Risk Parity Portfolios with Risk Factors,<\/strong>\u201d co-authored with T. Roncalli, Quantitative Finance, Volume 16, Issue 3, pp. 377-388, January 2016.<\/p>\n<p>\u201c<strong>Factor Selection in Dynamic Hedge Fund Replication Models: A Bayesian Approach,<\/strong>\u201d Bayesian Model Comparison, 34:181\u2013222, 2014.\u00a0Available\u00a0<a href=\"http:\/\/dx.doi.org\/10.1108\/S0731-905320140000034009\" target=\"_blank\">here<\/a>.<\/p>\n<p>&#8220;<strong>Tracking Problems, Hedge Fund Replication and Alternative Beta,<\/strong>&#8221; co-authored with T. Roncalli, Journal of Financial Transformation, 31:19\u201329, 2011.<br \/>\nThe working paper (Janurary 2009) is available on <a href=\"http:\/\/papers.ssrn.com\/sol3\/papers.cfm?abstract_id=1325190\" target=\"_blank\">SSRN <\/a>or <a href=\"http:\/\/www.guillaume-weisang.com\/Assets\/Download\/Roncalli_Weisang_HFR-PF-20081224.pdf\" target=\"_blank\">download here<\/a> (PDF)<\/p>\n<p>&#8220;<strong>Risk management Lessons from Madoff fraud<\/strong>,&#8221; co-authored with P. Clauss and T. Roncalli<br \/>\n<a href=\"http:\/\/books.emeraldinsight.com\/display.asp?K=9781849506014\" target=\"_blank\">International Finance Review,<\/a> Volume 10, Chapter 17, Eds. J. J. Choi and M. Papaioannou, 2009<\/p>\n<p>&#8220;<strong>Vagaries of the Euro: An Introduction to ARIMA Modeling<\/strong>&#8221; co-authored with Y. Awazu<br \/>\n<a href=\"http:\/\/www.bentley.edu\/centers\/sites\/www.bentley.edu.centers\/files\/csbigs\/weisang.pdf\" target=\"_blank\">Case Studies in Business, Industry and Government Statistics<\/a>, <a href=\"http:\/\/www.bentley.edu\/centers\/csbigs\/volume-2-number-1\" target=\"_blank\">Volume 2, Issue 1<\/a>, 2008.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u201cRisk Parity Portfolios with Risk Factors,\u201d co-authored with T. Roncalli, Quantitative Finance, Volume 16, Issue 3, pp. 377-388, January 2016. \u201cFactor Selection in Dynamic Hedge Fund Replication Models: A Bayesian Approach,\u201d Bayesian Model Comparison, 34:181\u2013222, 2014.\u00a0Available\u00a0here. &#8220;Tracking Problems, Hedge Fund &hellip; <a href=\"https:\/\/wordpress.clarku.edu\/gweisang\/research\/publications\/\">Continue reading <span class=\"meta-nav\">&rarr;<\/span><\/a><\/p>\n","protected":false},"author":167,"featured_media":0,"parent":9,"menu_order":10,"comment_status":"closed","ping_status":"closed","template":"","meta":{"ngg_post_thumbnail":0,"footnotes":""},"class_list":["post-54","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/wordpress.clarku.edu\/gweisang\/wp-json\/wp\/v2\/pages\/54","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/wordpress.clarku.edu\/gweisang\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/wordpress.clarku.edu\/gweisang\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/wordpress.clarku.edu\/gweisang\/wp-json\/wp\/v2\/users\/167"}],"replies":[{"embeddable":true,"href":"https:\/\/wordpress.clarku.edu\/gweisang\/wp-json\/wp\/v2\/comments?post=54"}],"version-history":[{"count":0,"href":"https:\/\/wordpress.clarku.edu\/gweisang\/wp-json\/wp\/v2\/pages\/54\/revisions"}],"up":[{"embeddable":true,"href":"https:\/\/wordpress.clarku.edu\/gweisang\/wp-json\/wp\/v2\/pages\/9"}],"wp:attachment":[{"href":"https:\/\/wordpress.clarku.edu\/gweisang\/wp-json\/wp\/v2\/media?parent=54"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}