Applied Research

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 new names. 

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