Tim Brailsford

Finance · 2013

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 17 citations into it; #9,368 of 10,518 by trust here, #7,251 by citations
• Economics and Econometrics — 11 citations into it; #20,548 of 23,481 by trust here, #17,346 by citations

Whom Tim Brailsford trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Andrew J. Patton
2. Stanislav Uryasev
3. Nicholas Barberis

Who trusts Tim Brailsford overall

1. Kjersti Aas

Papers from Tim Brailsford's perspective

Ordered by how strongly the researchers Tim Brailsford trusts endorse each paper. Same corpus, a different order for every researcher.

1. Portfolio Selection
2. Extreme Correlation of International Equity Markets
3. Pair-copula constructions of multiple dependence
4. On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation
5. Dependence structure and extreme comovements in international equity and bond markets
6. Asymmetric Correlations of Equity Portfolios
7. Investing for the Long Run When Returns are Predictable
8. Conditional value-at-risk: optimization algorithms and applications (IEEE Conference on Computational Intelligence for Financial Engineering & Economics)
9. Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?
10. Dependence Structure and Risk Measure

Their papers

• Canonical vine copulas in the context of modern portfolio management: Are they worth it? (2013) — 144 citations