Research
- Working on quantitative portfolio management, derivatives, and a theoretical valuation paper.
Quantitative Equity Portfolio Management by Ludwig B Chincarini and Daehwan Kim. "Making the transition from the walls of academia to Wall Street has traditionally been a difficult task. This book provides this link in a successful and engaging fashion, giving students of finance a road map for the application of financial theories in a real-world setting." MARK HOLOWESKO, CEO and Founder, Templeton Capital Advisors.
- Chincarini, Ludwig. "Flexible Insurance for Separate Accounts." ICFAI Journal of Risk and Insurance, July, 2008.
- Chincarini, Ludwig (w/ Neer Asherie). "An Analytical Model for the Formation of Economic Clusters." Regional Science and Urban Economics, May, 2008.
- Chincarini, Ludwig (w/ Daehwan Kim). "Another Look at the Information Ratio." Journal of Asset Management, December, 2007.
- Chincarini, Ludwig. "The Amaranth Debacle: Failure of Risk Measures or Failure of Risk Management." Journal of Alternative Investments, Winter, 2007.
- Chincarini, Ludwig. "The Effectiveness of Global Currency Hedging After the Asian Crisis" Journal of Asset Management, May, 2007.
- Chincarini, Ludwig. (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.
- Chincarini, Ludwig. (w/ David Bieri). "Riding the Yield Curve: A Variety of Strategies." Journal of Fixed Income (September, 2005).
- Chincarini, Ludwig. "Managing Cash Flows in Sector Portfolios." Derivatives Uses, Trading, and Regulation 10.1 (2004): 27-45.
- Chincarini, Ludwig. (w/ Daehwan Kim). "The Advantages of Tax Managed Investing." Journal of Portfolio Management 28.1 (2001): 56-72.
