Dr Mohan Subbiah

Senior Research Fellow in Accounting, Teaching Fellow

Equity style allocation: a nonparametric approach
Subbiah, M., Fabozzi, F.J. 05/2016 In: Journal of Asset Management. 17, 3, p. 141-164. 24 p.
Journal article

Hedge fund allocation: evaluating parametric and nonparametric forecasts using alternative portfolio construction techniques
Subbiah, M., Fabozzi, F.J. 05/2016 In: International Review of Financial Analysis. 45, p. 189-201. 13 p.
Journal article

  • Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy


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