Vivek Kantamani Portfolio

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(WORKING TITLE): Determination of Intervals of Increasing and Decreasing Cumulative Returns Around Macroeconomic Announcements

Quantitative Finance Researcher
Colorado State University Department of Statistics
Piotr Kokoszka
Colorado State University Department of Finance
Hong Miao
Columbia University Department of Statistics
Gabriel Young

Analyzing the Fama-French Five-Factor Model: Implications of Low-Volatility and Momentum Factors in Extending the Capital Asset Pricing Model (CAPM)

Independent Project
Columbia University Department of Statistics
Hammou El Barmi

Abstract

Forecasting Value-at-Risk Measures of Financial Time Series Using GARCH-EVT Theory

Columbia University
STAT 4261 Statistical Methods in Finance
STAT 4221 Time Series Analysis
Professors Hammou El Barmi, Gabriel Young

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