Nolan Alexander

Identifiers

No identifiers captured yet.

Papers (5)

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

Mentions

No mention provenance yet.

Frequent Coauthors

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