When Are Two Risk Models Better Than One? Always.

“Risk” is a word everybody uses, but almost no one can describe with clarity. 

Posted 03.21.18 Olivier d'Assier

How Brexit Changed Financials’ Spots - Summary

The Brexit vote rattled UK and EU Financials. Here we ID the culprits that drove the shifts in performance and risk.

Posted 03.15.18 Diana Rudean, PhD

Let’s get smart about Smart Beta

Despite the newly popular moniker "Smart Beta", quants have been doing this for decades.

Posted 03.09.18 Olivier d'Assier

An alternative to “Go Big or Go Home”

Greed is far more than a footnote in economic theory. In fact, it is such an affliction of the human mind that we keep discovering related versions and giving it ...

Posted 03.06.18 Olivier d'Assier

An inflation specter calls

Christoph Schon takes a global look back at how market movement, political shifts and central bank policy affected multi-asset class market risk during the month of February. 

Posted 03.05.18 Christoph Schon, CFA, CIPM

The Markets May Have Gone Haywire, But Factors Have Not

Style factor returns have been remarkably stable despite turmoil in equity markets.

Posted 03.02.18 Melissa Brown, CFA

The Increase in Volatility? Yup, It Was Big

The increase in risk over the last month was as big as you thought it was.

Posted 03.01.18 Melissa Brown, CFA

Building a Better Equity Risk Model

As there is virtually no limit to the number of strategies available to investors these days, crafting a universally accepted, fully scalable equity risk model is no small feat.

Posted 03.01.18 Alessandro Michelini