In this article, the authors show under general conditions that the probability of risk parity
beating any other portfolio is more than 50%. They also prove the maximin properties of a risk-…

We show that any objective risk measurement algorithm mandated by central banks for
regulated financial entities will result in more risk being taken by those financial entities than …

Drawing on and extending an estate allocation algorithm of twelfth-century philosopher
Moses ben Maimon, we show how ‘Maimonides Risk Parity’ can link together the equal-weighted…

We solve two “unsolvable” (teyku) problems from the Talmud that had remained unsolved for
about one and a half thousand years despite massive and nearly continuous commentary …

We solve two “unsolvable”(teyku) problems from the Talmud that had remained unsolved for
about one and a half thousand years. The Talmudic problems concern the implied decision-…

… Maymin*, Zina N. Maymin, Zakhar G. Maymin *Ernest C. Trefz School of Business …

… Fisher , Chief Investment Officer of Gerstein Fisher , and Philip’s father Zakhar G. Maymin,
formerly head of research at Gerstein Fisher’s research center) present their theoretical …

We introduce a new general framework for constructing the best trading strategy for a given
historical indicator. We construct the unique trading strategy with the highest expected return. …

Does better performance lead to more assets? We examine nearly 30,000 mutual funds to
determine the effect that a funds outperformance relative to its peers has on the funds later …