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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Articles by Brian D. Deaton
Decomposition of portfolio risk into independent factors using an inductive causal search algorithm
This paper presents a method to estimate and decompose a portfolio’s risk along independent factors.