Biography
Mark S. Rzepczynski is managing partner at Theme Analytics, LLC.
Validation of Risk Management Models for Financial Institutions, through a set of thoughtful articles, describes how effective structuring and testing of the modeling techniques used in risk management can support better financial decision making.
Amlan Roy reviews how the study of population affects many of our core investment and policy decisions.
This detailed stock market study attempts to extend Robert Shiller’s development of narrative economics.
This book is an achievement not only for its historical detail but also for supplying a unifying framework that can be applied to any future bubble event.
Gregory Scopino provides a deeply detailed journey through the history of futures and derivative markets regulation.
This short work will help readers appreciate the potential power of machine learning techniques.
Achieving Investment Excellence is a comprehensive guide to the roles and responsibilities for trustees and board members.
Oliver Linton provides a good reference work for key financial econometric topics and extensions over the past 20 years.
A Man for All Markets is the autobiography of a man regarded by many as the father of quantitative finance. His story is one of a mathematician who moved from solving such casino games as blackjack to applying his skills to option pricing and statistical arbitrage. As he recounts his journey, he provides insights for all money managers on how to generate an edge and beat the markets through deep research.
Leading econometricians address the issue of statistically identifying and measuring business cycle regimes and turning points. They provide a framework for modeling and predicting cyclical shifts. This work is relevant for investment managers interested in matching business cycle analysis with asset allocation decisions.