Enterprising Investor
Practical analysis for investment professionals

Quantitative Methods


From Models to Markets: A Conversation with Kenneth Blay

Invesco's Kenneth Blay shares insights on portfolio customization, macro strategy, and the role of judgment in modern investing.

Private Equity Returns Without the Lockups

Explore a new approach to replicating private equity returns with daily liquidity, combining futures, dynamic asset allocation, and risk management overlays.

Two Enduring Legacies, One Oracle’s Exit, and “Buffett’s Alpha”

Commemorating Warren Buffett’s legacy and the Financial Analysts Journal’s 80th Anniversary through the lens of the award-winning article, “Buffett’s Alpha.”

Amid The Noise, Active Management Quietly Reinvents Itself    

The headlines say active management is dead—but it’s quietly reshaping itself into SMAs, model portfolios, and personalized strategies wrapped in passive clothing.

When the Equity Premium Fades, Alpha Shines

As the equity risk premium declines, alpha becomes critical. Discover how investors can adapt through factor strategies and global diversification.

Book Review: Quantitative Risk and Portfolio Management: Theory and Practice

This book fills a unique gap between the CFA curriculum and the growing demand to find model-driven investment management solutions.

ML Models Need Better Training Data: The GenAI Solution

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.

Abnormal FX Returns and Liquidity-Based Machine Learning Approaches

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.

Balancing Innovation and Trust: Jason Hsu on Technology and the Future of the Investment Industry

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.

Research and Policy Center Top 10 Articles from 2024

Discover the trends and ideas shaping the future of finance with the Research and Policy Center's Top 10 List.