Get started
Author

Nolan Alexander

Observed name: Alexander, Nolan
Observed institution: University of Virginia
ORCID: 0000-0003-0868-7874
Observed ORCID: 0000-0003-0868-7874
OpenAlex ID: A5057387749
Personality traits as predictors of depression across the lifespan
2024 · Zhen Yang, Allison Li, et al. · Journal of Affective Disorders · 27
PDF
Extending the Markowitz model with dimensionality reduction: Forecasting efficient frontiers
2021 · Nolan Alexander, William Scherer, et al. · Systems and Information Engineering Design Symposium · 9
Asset allocation using a Markov process of clustered efficient frontier coefficients states
2023 · Nolan Alexander, William Scherer, et al. · The Journal of Finance and Data Science · 4
Forecasting Tangency Portfolios and Investing in the Minimum Euclidean Distance Portfolio to Maximize Out-of-Sample Sharpe Ratios
2023 · Nolan Alexander, William Scherer · 2
PDF
The Future of Livestreaming: Strategy and Predictive Analysis for Future Operations of Facebook Live
2021 · Nolan Alexander, David Brenman, et al. · Systems and Information Engineering Design Symposium · 2
Measuring Strategy-Decay Risk: Minimum Regime Performance and the Durability of Systematic Investing
2025 · Nolan Alexander, Frank J. Fabozzi · The Journal of Portfolio Management · 1
PDF
Using Machine Learning to Forecast Market Direction with Efficient Frontier Coefficients
2023 · Nolan Alexander, William Scherer · The Journal of Financial Data Science · 1
A Mathematical Optimization Approach for Expert-Informed Bayesian Best Subset Selection
2026 · Alexander, Nolan, Mortveit, Henning · arXiv (Cornell University)
PDF
On the Structure of Risk Contribution: A Leave-One-Out Decomposition into Inherent and Correlation Risk
2026 · Alexander, Nolan, Fabozzi, Frank · arXiv (Cornell University)
PDF
Measuring Strategy-Decay Risk: Minimum Regime Performance and the Durability of Systematic Investing
2026 · Nolan Alexander, Frank Fabozzi · SSRN Electronic Journal
On the Structure of Risk Contribution: A Leave-One-Out Decomposition into Inherent and Correlation Risk
2026 · Nolan Alexander, Frank Fabozzi · SSRN Electronic Journal
Can GDELT News Sentiment Predict Macro Equity and Bond Futures?
2026 · Nolan Alexander · SSRN Electronic Journal
Practical Applications of Using Machine Learning to Forecast Market Direction with Efficient Frontier Coefficients
2024 · Nolan Alexander, William Scherer · Practical Applications
Works count: 14
Citation count: 46
H-index: 3
I10-index: 1
Year
Topic
Type