A new technique called direct alpha may overcome key problems with some typically used private equity benchmarking methodologies. Read more
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In the second part of our interview with Nobel laureate Robert Engle, he discusses the application of ARCH models in high-frequency trading and how he thinks risk models should be applied in portfolio management. Read more
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Walter A. Friedman tells the captivating story of some pioneers of what many still call the “black art” of economic forecasting and credits them with inspiring succeeding generations of forecasters who may or may not have raised the art to a science. Read more
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Why have financial bubbles happened more frequently in the past three decades? With economists and policymakers unable to find satisfactory answers, investors must find ways of guarding portfolios against bubble risk, as investment strategist Nicholas Sargen explains. Read more
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Nobel laureate Robert Engle discusses the development of the ARCH model, the global financial crisis, systemic risk, and forecasting liquidity with ARCH models. Read more
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The authors build various versions of a wide range of models from modern capital market theory and asset pricing theory. Using the book’s formulas and algorithms, professionals with a deep background in economics and econometrics could soon be devising their own new models. Read more
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An important new monograph from the CFA Institute Research Foundation explores a fundamental question in the wake of the global financial crisis: Has finance theory failed investors? Read more
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Over the course of my investment career, none of the unconventional tools that I used to improve my results were more powerful than this one. Read more
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Impact investments are expected to increase globally this year, with countries in South Asia and Southeast Asia among the top beneficiaries. This could bode well for India’s nascent sector, which is one of the most active in the region. Read more
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