Analysis & Research
The Long and Short of Market-Neutral Investing
BY Joseph Morgart | March 1, 2010
What is the attraction of market neutral investing?
Greek Revival in the U.S. (Beware Municipals)
BY Caroline Cakebread | February 24, 2010
Given all the finger-pointing going on in the Eurozone, pundits provide a sober reminder that there will be few winners as this financial crisis unfolds.
Black Swan Bites Black-Scholes
BY Caroline Cakebread | February 4, 2010
Taleb and Haug's paper worth a second look.
VaR in Motion
BY Dr. Lior Menszy | February 4, 2010
Newer VaR models allow estimated portfolio volatility to change according to market conditions.
VaR 2.0
BY Bruno Rémillard | February 4, 2010
Micro evaluation offers a more intuitive estimation of VaR than modeling.
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