4 papers
Coronavirus: Case for Digital Money?
Zura Kakushadze, Jim Kyung-Soo Liew
We discuss the pros of adopting government-issued digital currencies as well as a supranational digital iCurrency. One such pro is to get rid of paper money (and coinage), a ubiqui…
CryptoRuble: From Russia with Love
Zura Kakushadze, Jim Kyung-Soo Liew
We discuss Russia's underlying motives for issuing its government-backed cryptocurrency, CryptoRuble, and the implications thereof and of other likely-soon-forthcoming government-i…
Custom v. Standardized Risk Models
Zura Kakushadze, Jim Kyung-Soo Liew
We discuss when and why custom multi-factor risk models are warranted and give source code for computing some risk factors. Pension/mutual funds do not require customization but st…
Is It Possible to OD on Alpha?
Zura Kakushadze, Jim Kyung-Soo Liew
It is well known that combining multiple hedge fund alpha streams yields diversification benefits to the resultant portfolio. Additionally, crossing trades between different alpha…