news
| Dec 24, 2023 | We published a preprint of our manuscript Markowitz Portfolio Construction at Seventy. A software package is available on GitHub. |
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| Dec 9, 2023 | We published a preprint of our manuscript Finding Moving-Band Statistical Arbitrages via Convex-Concave Optimization. |
| Sep 18, 2023 | I (successfully) completed my PhD qualifying exam. My slides are available here. |
| Jul 11, 2023 | We published a preprint of our manuscript A Simple Method for Predicting Covariance Matrices of Financial Returns. (Now published in Foundations and Trends in Econometrics, 2023.) A software package is available on GitHub. |