Kyle WisniewskiQuantitative Finance, Risk & Decision Science
Financial models, portfolio behavior, and incentives — and the decisions people make with incomplete information.
Published papers
4 papersHow to Compare Yields Before and After Taxes
Fixed Income5 min readWhat Makes a Quantitative Claim Credible?
Research Method5 min readThe Hidden Assumption Inside a 60/40 Portfolio
Portfolio Risk5 min readWhy Flexible Exchange Rates Aren't a Cure-All for Developing Economies
Political Economy & Institutions5 min read
In preparation
- Why Portfolio Optimization Fails Out of SampleBrief
- How to Backtest Without Lying to YourselfBrief
The other desks
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