Making Use of Residual Risk During Global Events
Revere Geographic Revenue Exposure data can capture some of the residual risks and integrate a global perspective into our...
Market Environment Factor Research in 2020
In rapidly changing markets, leveraging any static factor strategy throughout is unlikely to perform well. A strategy must adapt...
Advanced technologies and data strategies are creating transformative opportunities to reduce operating costs and sharpen...
Back-testing Studies on the FactSet Short-term Risk Model During the COVID-19 Outbreak
It became a common theme post-2008 that VaR is not able to capture extreme events. This is only true if VaR is assessed based on...
Be Aware, Adapt, Innovate--or What We Learn from Mandelbrot, Noah, and Covid-19
A year before the breakout of COVID-19, I published an article which discusses how to transform investment uncertainty and risks...
How Market Volatility Affects Asset Class Behavior
In recent months, the market has seen a massive uptick in volatility. When just looking at the VIX, which is a measure of...
Traditional performance analysis techniques such as benchmarking, peer grouping, and Brinson attribution have generally been used...
The crisis we are experiencing today is unlike any other. With the rapid global spread of the COVID-19 novel coronavirus, we are...
The Coronavirus Emergency: A Quantitative View
The coronavirus pandemic represents an unprecedented challenge to all investors. The global situation is deeply uncertain and...
Distribution (or Showcasing the Secret Sauce)
Our final piece takes on the theme of distribution; the full series can be downloaded here...
The coronavirus outbreak has taken center stage, sparking nervousness around the world and severely hampering business in Asia’s...
What Does Data Integration Really Mean?
Following the sourcing, integration, and quality assurance steps of the governance journey, actual analysis can be conducted.
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