Kristina Ūsaitė
Kristina Ūsaitė is Senior Researcher at Robeco’s Quant Equity Research team. Her areas of expertise include bottom-up stock selection research and empirical asset pricing. Kristina joined Robeco in 2017. She studied at Tilburg University in the period 2015-2016. She worked for three years as an Investment Analyst and Treasury Analyst at APG where she started her career in the industry in 2011. Kristina holds a Master’s (cum laude) in Econometrics and Mathematical Economics from Tilburg University and a Bachelor’s (cum laude) in Economics from Vilnius University. She is a CFA® charterholder.
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Articles by Kristina Ūsaitė
Shrinking beta
The authors shrink correlation and volatility separately and evaluate the predictive power of this approach, finding economically and statistically significant gains from applying more shrinkage to correlations than to volatilities.