Tag Archives: Quantitative Analysis

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

Posted in Investment Topics, News, Portfolio Management, Quantitative Methods, Risk Management | Tagged , , , , , | Leave a comment

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

Posted in Investment Topics, News, Portfolio Management, Quantitative Methods | Tagged , , , | Leave a comment

Robert Merton: A New Approach for Macrofinancial Risks

Nobel laureate Robert C. Merton challenged traditional models used by investors to measure sovereign and financial system credit risk and instead proposes an alternative framework. Read More

Posted in Archives, Derivatives, Economics, Fixed Income | Tagged , , , , | 1 Comment

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

Posted in Archives, Investment Topics, Quantitative Methods, Risk Management | Tagged , , , | Leave a comment