Brian D. Deaton
Texas A&M University
Brian Deaton is an Assistant Professor of Finance in the Johnson School of Business at McMurry University. His research interests include using inductive causal search algorithms to uncover information in observational economic data and finding better ways to generate probabilistic forecasts of the financial and commodity markets. He holds a B.S. in Engineering Science from Trinity University and both an M.S. in Finance and a Ph.D. in Agricultural Economics from Texas A&M University.
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This paper presents a method to estimate and decompose a portfolio’s risk along independent factors.