Research Paper 목록(작성중)

<Deutsche Bank>
1.QCD Model: DB Quant Handbook, 22 July 2010
2. Signal Processing : Quant Tactical Asset allocation, 19 Sep 2011
3. Signal Processing: New Insights in Country Rotation, 9 Feb 2012
4. Signal Processing: The Rise of the Machines, 5 June 2012
5. Signal Processing: Style Rotation, 7 Sep 2010
6. Signal Processing: Pairs trading with a fundamental flavor, 20 MAr 2012
7. Signal Processing: Portfolios Under Construction: Correlation & Consequences, 24 Jan, 2012
8. Signal Processing: Macro Uncertainty, Investor Sentiment, and Asset Returns, 30 May 2013

<MS>
1. US Quant Research: Agreeing to Disagree : Measurement Error in Equity Factor Models, July 27, 2015)

2. US Equity Stretegy: Growth Matters, May 28, 2013
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3. US Quant Research: Idiosyncratic Risk Returns, Jan. 11, 2013

4. US Equity Streategy: Seeing Industries in a New Light with PRISM, Sept. 3, 2013

5. US Equity Strategy: Cyclicals or Defensives, Feb. 26, 2012

6. US Equity Strategy: Introducing MOST : Morgan Stanley's Quantitative Stock-Selection Model, Feb 13, 2011)

7. US Equity Strategy: Introducing BEST: Morgan Stanley's New Biannual Equity Selection Tool, Seb 11, 2011)

8. US Equity Strategy: Unemotional Approaches, Oct 4, 2011

9. US Equity Strategy: The Factor Reference Guide, Aug 5, 2014

10. US Quant Research: Quantabees Beware: Explaining Factor Efficacy, Mar 7 2012

11. US Quant Research: Making Factor Consistency Pay Off, Dec 7 2015

12. Global Quantitative Research: Finding Alpha in Global Equity Markets Sep 21 2015

12. US Quant Research: Do Moving Average Crossover Signals Work in Equities? April7. 2016

<Nomura>
Mezrich, Ishikawa, “Decision rules to forecast momentum.” Nomura, 4 September 2012.