Risk Management professional with 10+ years of 1st, 2nd, and 3rd line experience in financial services, banking, capital

Erhan Bilici  • Peerlist

In this research paper, we inspect the hypothesis of negative autocorrelation in the stock returns by testing a sample of 8 sectors in France and 2 sectors in the US during the period of Jan 1973 to Nov 2012. Our test focuses on the mean-re

Business Plan: Saeco Austria Café

The Modern Portfolio Theory, a pioneering work by Markowitz (1952), is based on the mean-variance optimization of a portfolio. A portfolio is mean-variance efficient if it maximizes the expected returns given its return variance. After the 

Equilibrium Models: Capital Asset Pricing vs. Three-Factor Model (Italian Sector Returns)

To evaluate the estimator biases in normal versus lognormal distributions
(Annaert, 2013), Blume (1974) & Jacquier et al. (2003)

Long Run Expected Return Estimation Methods & Bootstrapping

ORIG3N
Founded in 2014
Industry: Biotechnology
Major Investors: KTB Ventures, Harris & Harris Group, Hatteras Venture Partners, Mountain Group Capital

ORIG3N Due Diligence Report

Asset allocation strategy comparison: mean‐variance optimization vs. risk parity

Portfolio Construction Methods and Out of Sample Performances

Real Estate Valuation: Appraisal Report

Research Project: Hedging Against Nonparallel Shifts in Yield Curve, Fixed-income Portfolio Immunization with M-Vector Model

Stock Return Predictability (Negative Autocorrelations)

Inner Circle Technologies

“Zendrive is using data and insights to empower drivers to make better driving-related decisions and to make time spent on the road a fun and rewarding experience.”

Last Founding Round & Date: Series A (Nov 25, 2