Most recent articles by Alessandro Michelini
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.
The Systematic Asset Allocation Lego blocks
We’ve all heard them before – ‘Smart Beta,’ ‘Risk Premia,’ ‘Strategic Beta,’ ‘Factor Investing,’ ‘Thematic Strategies’ – words that now seem to headline many investment discussions, industry commentary and panel presentations.