135 citations · 135 across the 3 of their papers we have counts for
3 papers
Single-Asset Adaptive Leveraged Volatility Control
Nikhil Devanathan, Dylan Rueter, Stephen Boyd +6
This paper introduces a methodology for constructing a market index composed of a liquid risky asset and a liquid risk-free asset that achieves a fixed target volatility. Existing…
A Distributed Method for Cooperative Transaction Cost Mitigation
Nikhil Devanathan, Logan Bell, Dylan Rueter +1
Funds at large portfolio management firms may consist of many portfolio managers (PMs), each managing a portion of the fund and optimizing a distinct objective. Although the PMs de…
Dark Sectors 2016 Workshop: Community Report
Jim Alexander, Marco Battaglieri, Bertrand Echenard +201
This report, based on the Dark Sectors workshop at SLAC in April 2016, summarizes the scientific importance of searches for dark sector dark matter and forces at masses beneath the…