R. Douglas Martin

Department of Statistics
University of Washington
Seattle, WA 98195

Email: doug@stat.washington.edu

• Courses
• Books
• Recent Papers
• Talks
• Technical Reports
• Vita

Courses

• AMATH 500/STAT 591A: Investment Science (Fall 2010)
• AMATH 500/STAT 549:  Portfolio Construction and Risk Management (Spring 2011)

Recent Papers (PDF or PostScript)

Martin, R. D., Clark, A. and Green, C. G. (2009) "Robust Portfolio Construction", in Handbook of Portfolio Constuction: Contemporary Applications of Markowitz Techniques, J. B. Guerard, Ed. Springer.  (pdf)

Bailer, H. M., Maravina, T. A. and Martin, R. D. (2010).  "Robust Betas for Asset Managers", Handbook of Quantitative Asset Management, K. Winston and B. Scherer, Eds., Oxford University Press (to appear). (pdf)

Recent Technical Reports

• Martin, R. D. and Zhu, M. (2010)