Practical analysis for investment professionals

quantitative finance


Book Review: Financial Econometrics

Oliver Linton provides a good reference work for key financial econometric topics and extensions over the past 20 years.

Quantitative Finance is Not Dead, Just Evolving (Video)

After the Great Recession, some quantitative finance watchers stated that the discipline wass dead. Yet, some practitioners, such as Attilio Meucci, are evolving new ways for coping with the real world's complexities.

Problems in Capital Raising for Hedge Funds: A Battle of the Quants (Video)

What is the current state of capital raising? What types of hedge fund strategies are attracting capital? How have hedge funds evolved subsequent to the global financial crisis?

Emanuel Derman: The Discrepancies between Models and Behavior (Video Interview)

In part two of this video interview, Emanuel Derman reflects on the trajectory of his own career and discusses the books that helped shape his thinking.

Emanuel Derman: Quantitative Investing and the Limits of Financial Models (Video Interview)

The author and quant investor discusses his latest book, Models.Behaving.Badly; the origin and application of "The Financial Modelers' Manifesto," which he cowrote with Paul Wilmott; and the limits of quantitative finance.

Asset Allocation and Portfolio Management: Is the Industry Shifting to a New Paradigm?

In an era of low investment returns, the traditional approach to asset allocation and portfolio management is giving way to a new model that holds the promise of working better during periods of instability and crisis.

Notes from the Field: CFA Institute Fixed Income Conference 2011

General Tenor: Bearish. Almost all of the speakers at the conference expressed concern about the direction of the global economy. Specifically, bearishness was expressed for:

The European sovereign debt crisis
The U.S. Congress’s political gridlock and inability to resolve the U.S…. READ MORE ›



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