Zak Maymin

Publications

• (with P.Z. Maymin), "Life, Liberty, and Lockdowns.", Covid-19: A Complex Systems Approach, 2021, 109-120. PDF.
• (with P.Z. Maymin and Z.N. Maymin), "Behavioral Despair in the Talmud: New Solutions to Unsolved Millennium-Old Legal Problems", Asian Journal of Law and Economics, 2017, 8:2. PDF from SSRN.
• (with P.Z. Maymin), "Maimonides Risk Parity", Quantitative Finance Letters, 2013, 1:1, 55-59. PDF.
• (with G.S. Fisher and P.Z. Maymin), "Risk Parity Optimality", Journal of Portfolio Management, forthcoming,. PDF from SSRN.
• (with P.Z. Maymin and G.S. Fisher), "Momentum's Hidden Sensitivity to the Starting Day," Journal of Investing, 2014, 23:2, 114-123. PDF from SSRN.
• (with P.Z. Maymin), "Constructing the Best Trading Strategy: A New General Framework," Journal of Investment Strategies, 2011, 1:1, 1-22. PDF.
• (with P.Z. Maymin), "Any regulation of risk increases risk", Financial Markets and Portfolio Management, 2012, 26:3, 299-313. PDF.
• "On detection of the deterministic component of a random field," Theory of Probability and its Applications, 1974, 19:3, 506-521. PDF.
• "Explicit Formulas for the Estimation of Linear Regression Coefficients," Lithuanian Mathematical Journal, 1974, 4:4, 97-108. PDF.
• "On the question of minimax estimation," Russian Mathematical Surveys, 1976, 31:3(189), 223-224. PDF.
• "On the question of quasiminimax estimation," Russian Mathematical Surveys, 1977, 32:6(198), 229-230. PDF.
• (with V.P. Spiridonov and A.G. Gershikov), "A simple method for non-parametric estimation of the probability distribution function of diatomic molecules by electron diffraction," Chemical Physics Letters, 1979, 65:1, 89-92. PDF.
• (with S. Gutmann), "Is the selected population the best?", The Annals of Statistics, 1987, 15:1, 456-461. PDF.
• "On a conjecture of Barlow and Proschan concerning reliability bounds," Journal of Statistical Planning and Inference, 1987, 16, 337-344. PDF.
• "For what subsets of parameters if the least squares estimator minimax?", Journal of Statistical Planning and Inference, 1990, 25, 199-204. PDF.
• (with S. Gutmann), "Testing retrospective hypotheses," The Canadian Journal of Statistics, 1992, 20:3, 335-345. PDF.
• "VAR variations: is the multiplication factor still too high?", Global Association of Risk Professionals, 1998. PDF.