Details about Michael Lloyd Tindall

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Short-id: pti217

Working Papers

2016

1. Dynamic Methods for Analyzing Hedge-Fund Performance: A Note Using Texas Energy-Related Funds
   Occasional Papers, Federal Reserve Bank of Dallas
2. Hedge Fund Return Prediction and Fund Selection: A Machine-Learning Approach
   Occasional Papers, Federal Reserve Bank of Dallas View citations (2)
3. The Chen-Tindall system and the lasso operator: improving automatic model performance
   Occasional Papers, Federal Reserve Bank of Dallas

2014

4. Constructing Zero-Beta VIX Portfolios with Dynamic CAPM
   Occasional Papers, Federal Reserve Bank of Dallas

2013

5. The structure of a machine-built forecasting system
   Occasional Papers, Federal Reserve Bank of Dallas View citations (1)
6. Understanding hedge fund alpha using improved replication methodologies
   Occasional Papers, Federal Reserve Bank of Dallas

2012

7. Hedge fund dynamic market sensitivity
   Occasional Papers, Federal Reserve Bank of Dallas View citations (4)
8. Risk measurement illiquidity distortions
   Occasional Papers, Federal Reserve Bank of Dallas View citations (1)

1993

9. Borrowed Reserves and Deposit Variation: The Effectiveness of Federal Reserve Operating Methods
   Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics

Journal Articles

2013

1. Volatility-selling strategies carry potential systemic cost
   Economic Letter, 2013, 8, (12)

2000

2. Central bank reserve management: Aggregate targets and interest payments on reserves
   International Advances in Economic Research, 2000, 6, (2), 178-191

1997

3. Borrowed reserves and deposit variation: The risks to monetary policy
   Atlantic Economic Journal, 1997, 25, (3), 297-306 View citations (2)

1990

4. Buffer stock models of the demand for money and the conduct of monetary policy
   Journal of Policy Modeling, 1990, 12, (2), 325-345 View citations (2)
   Also in Proceedings, 1990, 325-348 (1990) View citations (2)