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Alexander Rudin

Observed institution: State Street (United States)
ORCID: 0000-0001-6325-9245
Observed ORCID: 0000-0001-6325-9245
OpenAlex ID: A5090147723
Investor Views, Drawdown-Based Risk Parity, and Hedge Fund Portfolio Construction
2016 · Alexander Rudin, William M. Marr · The Journal of Alternative Investments · 12
Hedging and Constructing Portfolios of Active Strategies: Strategy Time Horizon and Estimation Errors
2017 · Alexander Rudin, William Marr · The Journal of Alternative Investments · 5
Public and Private Equity Returns: Different or Same?
2021 · Alexander Rudin, Daniel Farley · The Journal of Portfolio Management · 3
Adaptive Optimal Risk Budgeting
2020 · Alexander Rudin, Vikas Mor, et al. · The Journal of Portfolio Management · 3
Fuzzy Factors and Asset Allocation
2021 · Alexander Rudin, Daniel Farley · The Journal of Portfolio Management · 2
Fitting Private Equity into the Total Portfolio Framework
2019 · Alexander Rudin, Jason Mao, et al. · The Journal of Portfolio Management · 2
Persistence of Hedge Fund Returns and Fee-Aware Portfolio Construction
2018 · Alexander Rudin · The Journal of Portfolio Management · 2
The Limits of Optimization in Strategic Multi-Asset Allocation
2026 · Frank J. Fabozzi, Andrew Chin, et al. · The Journal of Portfolio Management · 1
From Economics to AI: Integrating Discretionary and Quantitative Approaches in Asset Management
2025 · Alexander Rudin, Igor Yelnik, et al. · The Journal of Portfolio Management · 1
Dual-Horizon Strategic Asset Allocation
2022 · Alexander Rudin, Daniel Farley · The Journal of Portfolio Management · 1
Communicating Quantitative and AI-Driven Investment Strategies: Narrative, Interpretation, and Governance
2026 · Frank J. Fabozzi, Andrew Chin, et al. · The Journal of Portfolio Management
Perspectives on Financial Modeling for Institutional Investors
2026 · Andrew Chin, Frank J Fabozzi, et al. · WORLD SCIENTIFIC (EUROPE) eBooks
Bond and Stock Risk Premium Cycles: Implications for Asset Allocation
2026 · Pravesh Kumar, Alexander Rudin · The Journal of Portfolio Management
Strategic Asset Allocation with Alternative Investments: An Integrated Approach
2025 · Alexander Rudin, Daniel Farley · The Journal of Portfolio Management
Active Target Volatility Strategy
2025 · Pravesh Kumar, Alexander Rudin · The Journal of Portfolio Management
Hedging Interest Rate Risk in High-Yield Bonds
2025 · Alexander Rudin · Springer eBooks
Managing Volatility and Capturing Returns Through Derivatives
2025 · Alexander Rudin, Pravesh Kumar, et al. · Springer eBooks
Derivative applications to asset allocation and multi-asset management
2024 · William Cazalet, Dimitri Curtil, et al. · Journal of Asset Management
Modeling Credit Spreads through Regime Switching with Gradual Transition
2023 · Pravesh Kumar, Rahul Sathyajit, et al. · The Journal of Fixed Income
webinar summary Private Equity: Risks and Opportunities
2022 · Frank J. Fabozzi, Mark Anson, et al. · The Journal of Portfolio Management
How Much Beta Is Just Right? Linking Investment Objective and Portfolio Choice
2019 · Alexander Rudin · The Journal of Investing
Private Equity Program Breadth and Strategic Asset Allocation
2019 · Alexander Rudin, Jason Mao, et al. · The Journal of Private Equity
Investor Views, Risk Parity, and Hedge Fund Portfolio Construction
2016 · Alexander Rudin · The Journal of Alternative Investments
Investor Views, Drawdown-Based Risk Parity, and Hedge Fund Portfolio Construction
2016 · Alexander Rudin, William M Marr · The Journal of Alternative Investments
A Utility-Based Approach to Pricing Hedge Fund Liquidity
2016 · Alexander Rudin · SSRN Electronic Journal
Works count: 25
Citation count: 32
H-index: 3
I10-index: 1
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