R. Douglas Martin



Department of Statistics
University of Washington

Seattle, WA 98195

Email: doug@stat.washington.edu


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