Category Archives: Quantitative Methods

Antti Ilmanen Describes a Harsh Winter for Expected Returns

AQR’s Antti Ilmanen sees three distinct investing scenarios in the future: Slow pain, fast pain, or 2008 all over again. What are investors to do? Read More

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Raised Expectations, Lowered Rates of Return

Antti Ilmanen, a principal at AQR Capital Management, says everything is expensive because interest rates are at all-time lows. Read More

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Fresh Perspectives for European Investors: Currency, Asset Allocation, and Risk Management

Selections from CFA Institute Conference Proceedings for investment professionals ready to challenge their investment processes, practices, and mindsets. Read More

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Robert C. Merton Defends Quantitative Risk Analysis

Nobel Laureate Robert C. Merton, who will be speaking at the Fifth Annual CFA Institute European Investment Conference in Prague, sees a need for quantitative risk analysis in the future of finance. Read More

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