Practical analysis for investment professionals

Prasad Ramani, CFA

5 Posts


Prasad Ramani, CFA, is Director, Portfolio Risk & Quantitative Analytics at a major family office based in Dubai, United Arab Emirates, where he is responsible for developing, managing and monitoring the investment risk and reporting framework for the overall portfolio. He is also a key subject matter adviser on quantitative techniques to optimize strategic asset allocation and assist with portfolio management. Ramani has over 13 years of experience in quantitative risk and portfolio management, financial modeling and programming. He is a Certified Financial Risk Manager (FRM) with the Global Association of Risk Professionals (GARP). Ramani holds an MS in quantitative and computational finance (QCF) from the Georgia Institute of Technology.

Author's Posts
Evaluating Private Equity Performance: PME vs. Direct Alpha

A new technique called direct alpha may overcome key problems with some typically used private equity benchmarking methodologies.

Are Spectral Risk Measures Respectable Enough?

The pros and cons of using spectral risk measures - a distinctive risk feature that relates the risk measure directly to the user’s degree of risk aversion.

Why Do We Need Another Greek Letter in Portfolio Management? An Introduction to Omega

When it comes to describing distributions, moments play an important role.

Investing in Currencies: The Problem with Benchmarks

Prasad Ramani, CFA, discusses why benchmarking is one of the most important and oft-discussed topics in asset managment.

Sculpting Investment Portfolios: Maximum Drawdown and Optimal Portfolio Strategy

The fundamental aim of any portfolio construction methodology is to deliver optimal risk-adjusted performance.

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