Georgetown University Search: Full text search Site Index: Find a web site by name or keyword Site Map: Overview of main pages Directory: Find a person; contact us About this site: Copyright, disclaimer, policies, terms of use Georgetown University home page Home page for prospective students Home page for current students Home page for alumni and alumnae Home page for family and friends Home page for faculty and staff
Navigation bar
spacer Navigation bar spacer
border
spacer  

Ludwig B. Chincarini, CFA, Ph.D.

Research

border

nough School

 spacer  

 

Current Research Agenda 

The Amaranth Collapse. Global Foreign Exchange Hedging. Portfolio Insurance.

Book Publications 

1. Ludwig Chincarini (w/ Daehwan Kim). Quantitative Equity Portfolio Management (July, 2006).

Selected Journal Publications 

1. Ludwig Chincarini. "The Amaranth Debacle: Failure of Risk Measures or Failure of Risk Management." Journal of Alternative Investments, Forthcoming.

2. Ludwig Chincarini. "The Effectiveness of Global Currency Hedging After the Asian Crisis" Journal of Asset Management, May, 2007.

3. Ludwig Chincarini (w/ Daehwan Kim & Taeyoon Sung). "Corporate Scandals and the Market Response of Dividend Payout Changes." Applied Financial Economics, April 1, 2006. V.16, Issue 7, pp. 535.

4. Ludwig Chincarini (w/ David Bieri). "Riding the Yield Curve: A Variety of Strategies." Journal of Fixed Income (September, 2005).

5. Ludwig Chincarini. "Managing Cash Flows in Sector Portfolios." Derivatives Uses, Trading, and Regulation 10.1 (2004): 27-45.

6. Ludwig Chincarini (w/ Daehwan Kim). "The Advantages of Tax Managed Investing." Journal of Portfolio Management 28.1 (2001): 56-72.

 

 
Navigation bar
spacer spacer spacer spacer spacer spacer spacer