Philip Maymin, PhD
Articles Written
Fairy Tails: Lessons from 150 years of Drawdowns
Ashwin Alankar, Allan Maymin, Philip Maymin, and Myron Scholes examine 150 years of US stock market data to determine the causes and drivers of downside tail events and identify which types of tail hedge strategies were most effective at mitigating each respective event.
Myron Scholes on Time: Adapting asset allocation to tomorrow’s reality
In this special episode, Dr. Myron Scholes explores the future of asset management with Janus Henderson CEO Ali Dibadj.
Myron Scholes on Time: Conundrums of risk management
In this episode, Myron tackles some of the toughest conundrums in risk management: when to de-risk, when to re-risk, and how to think about risk in a real, multi-period world.
Myron Scholes on Time: Understanding and building trust
A discussion on the importance of building trust in the investment management industry, and how data mining, clustering, and reverse engineering of models could create pitfalls.
Myron Scholes on Time: Time diversification
A discussion on time diversification and its importance in effecting investment outcomes.