Global Tactical Asset Allocation for Institutional Investment Management

L de Bever, J Bachher, R Chuyan… - Available at SSRN …, 2012 - papers.ssrn.com
The Alberta Investment Management Corporation (AIMCo) was established in 2008 to
manage approximately C $70 billion on behalf of 26 pension, endowment, and government …

Rethinking Investment Performance Attribution

J Bachher, L de Bever, R Chuyan… - … International Journal of …, 2014 - papers.ssrn.com
Proprietary information and data-processing systems have become key competitive differentiators
for investors; better systems provide better data, which in turn drive better investment …

CPDOs: Aaa or Hy?

R Chuyan - Journal of Structured Finance, 2007 - search.proquest.com
The intent of this analysis is to evaluate CPDOs (Constant Proportion Debt Obligations,
which also appear under other names, with slightly varying structures), a new, promising …

Towards the Next Generation of Performance Attribution for Institutional Investment Management

L de Bever, J Bachher, R Chuyan… - Available at SSRN …, 2013 - papers.ssrn.com
Proprietary information and data processing systems have become key competitive differentiators
for investors in today’s complex financial marketplace; better systems provide better …

[PDF][PDF] Modeling and Forecasting the S&P 500 Index via Dynamic Regression: A Practitioner's Approach

R Chuyan, CFAA Melnikov - researchgate.net
We present a dynamic multifactor linear regression model that describes the S&P 500 index.
It is demonstrated that when properly specified, this model explains almost all of in-sample …

[PDF][PDF] Prediction of S&P500 Stock Index Using ARIM and Linear Regression

K Guo, Z Jiang, Y Zhang - Highlights in Science, Engineering and …, 2023 - drpress.org
… In recent studies, Roman Chuyan and Professor Alexander Melnikov presented a dynamic
multifactor linear regression model to describe the S&P500 index, including a broad set of …

[CITATION][C] IT-TFITTET STRETTIFTETTE

SFJ ORNSTEIN, M YOON, DA TALLMAN, RB HORN… - 2007 - search.proquest.com
This article is a brief survey of the subprime mortgage mar-ket that existed in the United
States from 2000 to 2007. It is a story of how a small, inconsequential part of the mortgage …

Superconductivity in the PbO-type structure α-FeSe

FC Hsu, JY Luo, KW Yeh, TK Chen… - Proceedings of the …, 2008 - National Acad Sciences
The recent discovery of superconductivity with relatively high transition temperature (Tc) in
the layered iron-based quaternary oxypnictides La[O 1−x F x ] FeAs by Kamihara et al. […

[CITATION][C] Tactical Investment Management

CFA Roman Chuyan

[CITATION][C] Delivering Alpha through Active Asset Allocation Management

R Chuyan, CFAA Melnikov