Press Release

            • Books Published
            • Pensions and Investments Articles
            • CIO Magazine Articles
            • Pension Fund Management
            • Relative Asset Pricing Model Papers
            • Fund-of-Funds/Hedge Funds
            • Currency Management
            • Social Security Reform
            • Other
Portfolio Construction, Performance Measures and Risk Adjusted Performance


Adding liabilities as a reference point to MPT
  Author: Dr. Arun Muralidhar, Chairman, Mcube Investment Technologies
  Publication: Pensions & Investments, December 2014

Skill, History and Risk-Adjusted Performance
  Author: Dr. Arun Muralidhar, Chairman, Mcube Investment Technologies, LLC
  Publication: Journal of Performance Measurement, Winter 2001/2002 Edhec-Risk Newsletter, July 18, 2005

Why Maximizing Information Ratios Is Incorrect
  Author: Dr. Arun Muralidhar, Chairman, Mcube Investment Technologies, LLC
  Publication: Derivatives Use, Trading and Regulation

History Matters
  Author: Dr. Arun Muralidhar, Chairman, Mcube Investment Technologies, LLC
  Publication: Derivatives Use, Trading and Regulation

When The Green Zone Can Land You In The Red Zone
  Author: Dr. Arun Muralidhar, Chairman, Mcube Investment Technologies
  Publication: Journal of Performance Measurement

Annualizing Daily Returns
  Author: Dr. Arun Muralidhar, Chairman, Mcube Investment Technologies
  Publication: Journal of Performance Measurement