Performance Measurement & Evaluation
Omar Selim uses self-learning quant models and big data to perform ESG analysis, and he explained to other investment professionals why they would soon need to do the same.
Spectacular advances in computer-processing power, visualization methodologies, and other innovative techniques are now eroding boundaries among risk, performance, and investment decision-making professionals.
At the 2014 European Investment Conference, Stephen Campisi, CFA, head of institutional thought leadership at US Trust, presented goals-based performance analysis as a radical departure from the usual attribution approach.
Professor Narayan Naik has devoted the last decade to researching factors that can explain hedge fund performance and appears to have devised a clone that can replicate the performance of hedge fund indices.