Quantitative Methods
Explore a new approach to replicating private equity returns with daily liquidity, combining futures, dynamic asset allocation, and risk management overlays.
Commemorating Warren Buffett’s legacy and the Financial Analysts Journal’s 80th Anniversary through the lens of the award-winning article, “Buffett’s Alpha.”
The headlines say active management is dead—but it’s quietly reshaping itself into SMAs, model portfolios, and personalized strategies wrapped in passive clothing.
As the equity risk premium declines, alpha becomes critical. Discover how investors can adapt through factor strategies and global diversification.
This book fills a unique gap between the CFA curriculum and the growing demand to find model-driven investment management solutions.
As complex ML models become more prevalent in investment management, their tendency to overfit to specific historical conditions poses a growing risk to investment outcomes.
Navigating FX market volatility requires more than traditional analysis. Liquidity-aware models and machine learning techniques can provide an edge in detecting and forecasting abnormal returns.
Our Conversations with Frank Fabozzi, CFA series aims to bring leading experts in finance and economics into dialogue to explore critical issues shaping the industry's future.
Discover the trends and ideas shaping the future of finance with the Research and Policy Center's Top 10 List.
These research results should give investors greater confidence in the robustness of factor premiums, reinforcing their utility in crafting effective investment strategies.