Applied Research

There are no stunt doubles in investing, so know the odds before you invest.

An investor may have a high level of investment skill but perform poorly because he does not conceive of investing as distinct from gambling. 

Posted 04.19.18 Olivier d'Assier

Baring the Risks…Behind Those FAANGs

Investors are almost certainly aware of the recent rout in the FAANG stocks, but what happened to their risk, even before this recent episode, may be surprising.


Posted 03.29.18 Melissa Brown, CFA

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