Загрузки by doncalpe

Return of the Quants- Risk-Based Investing

What Does Implied Volatility Skew Measure

Jai Summer 2016 Aqr

Risk Contribution is Exposure Times Volatility Times Correlation X-sigma-rho (Jan 2010)

Evaluating Portfolios in Energy Trading

A Century of Generalized Momentum; From Flexible Asset Allocations (FAA) to Elastic Asset Allocation (EAA)

Momentum Markowitz and Smart Beta

AFS 1H 2014 Outlook Memo Final

The Prayer Ten-Step ChecklistForAdvancedRiskPortfolioManagement

PerTrac Sizing the Hedge Fund Universe First Half 2012 Aug 2012

JPMorganResearchBibliography

EricZivot

Ibbotson_Managed_Futures_Study

Ibbotson_Managed_Futures_Study

BlueTrend UCITS Fund Factsheet Retail 20101110

StatsAustrianCTAs