Browse public working papers and research releases, with links to supporting code, evidence, and research tools where available.
Practitioner-oriented research on systematic investing, asset allocation, robustness, and portfolio decision design.
A Practical Architecture for Dynamic Asset Allocation When Strategy Choice Is Uncertain
The framework evaluates whether combining distinct allocation rules can reduce dependence on any single strategy when strategy choice itself is uncertain.
View Research →Long-Horizon Evidence on Downside Protection, Benchmark-Relative Drawdowns, and Persistent Equity Exposure
A defensive strategy can reduce its own drawdown and still trail equity for years. The paper separates realized downside protection from the benchmark-relative path over long rolling holding periods.
View Research →Academic and technical research across macroeconomic forecasting, financial data science, AI/ML, and empirical methodology.
Statistical Distinguishability and Temporal Concentration in Data-Rich Macroeconomic Forecasting
Numerical forecast gains can coexist with weak statistical separation and strong dependence on a small number of influential months. The paper evaluates average accuracy, inference, and temporal durability in one common FRED-MD forecasting design.
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