Backtests, Causality, and Model Risk in Quantitative Investing
An epidemiologist would not analyze an epidemic as a purely statistical pattern…
Unlocking AGMs: From Votes to Voice in Asia-Pacific
Because of their legacy and major differences in organic evolution, the markets…
Investment Behavior Is a Design Problem, Not an Information Problem
For decades, the dominant explanation for low investment participation and suboptimal portfolio…
Conversations with Frank Fabozzi, CFA, Featuring Iro Tasitsiomi, PhD
In this conversation with Frank Fabozzi, CFA, Tasitsiomi explains that sophisticated models…
Investment Behavior Is a Design Problem, Not an Information Problem
For decades, the dominant explanation for low investment participation and suboptimal portfolio…
Rethinking Exit Multiples in High-Growth Company Valuations
What This Analysis Delivers A framework for deriving exit multiples from long-run…
Rethinking Exit Multiples in High-Growth Company Valuations
These are approximations, but they tie the exit multiple to the assumptions…
The Question That Exposes Weak Quant Models
What Institutional Investors Should Ask Before Allocating to Systematic Strategies Your due…
The Question That Exposes Weak Quant Models
"How did you decide which variables to include in your model, and…
International Women’s Day: Women Leaders Put Nutrition First
Women are three times more likely than men to invest in eating…
