Nolan Alexander

Identifiers

• name variant Nolan Alexander 0.60 · backfill

Papers (6)

1. A Mathematical Optimization Approach for Expert-Informed Bayesian Best Subset Selection cs.LG · 2026 · author #1
2. On the Structure of Risk Contribution: A Leave-One-Out Decomposition into Inherent and Correlation Risk q-fin.RM · 2026 · author #1
3. Measuring Strategy-Decay Risk: Minimum Regime Performance and the Durability of Systematic Investing q-fin.RM · 2026 · author #1
4. Forecasting Tangency Portfolios and Investing in the Minimum Euclidean Distance Portfolio to Maximize Out-of-Sample Sharpe Ratios q-fin.PM · 2026 · author #1
5. Asset allocation using a Markov process of clustered efficient frontier coefficients states q-fin.PM · 2026 · author #1
6. Using Machine Learning to Forecast Market Direction with Efficient Frontier Coefficients q-fin.PM · 2024 · author #1

Mentions

• 2606.29516 #1 · arxiv_oai · confidence 0.70 Nolan Alexander

Frequent Coauthors

• William Scherer 3 shared papers
• Frank Fabozzi 2 shared papers
• Henning Mortveit 1 shared papers
• Jamey Thompson 1 shared papers