Quantitative Methods
Without an AI taxonomy, investment firms risk overrelying on agentic AI and underutilizing it for optimal capital allocation.
Why factor investing often fails in practice — and how causal reasoning helps quant models perform in the real world.
As AI transforms investment management with powerful tools for decision making, it still exposes markets to cognitive, regulatory, and systemic risks.
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.