William Scherer

Identifiers

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Papers (4)

1. Forecasting Tangency Portfolios and Investing in the Minimum Euclidean Distance Portfolio to Maximize Out-of-Sample Sharpe Ratios q-fin.PM · 2026 · author #2
2. Asset allocation using a Markov process of clustered efficient frontier coefficients states q-fin.PM · 2026 · author #2
3. Using Machine Learning to Forecast Market Direction with Efficient Frontier Coefficients q-fin.PM · 2024 · author #2
4. Real Time Strategy Language cs.AI · 2014 · author #3

Mentions

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Frequent Coauthors

• Nolan Alexander 3 shared papers
• Jamey Thompson 1 shared papers
• Peter Beling 1 shared papers
• Roy Hayes 1 shared papers