Portfolio Analysis and Asset Allocation
Alpha, Beta and the Linear Regression – Investments 101
Comparing Hedge Fund Performance based on Alpha
What are dark pools of liquidity and internal crossing
networks?
Investing and Gambling- A Taylor Series Problem
Zero Beta and Minimum Variance Portfolios
Analyzing the Style of Fund Managers - A Quantitative
Approach
Sharpe’s Algorithm in Asset Allocation
Portfolio Optimization Algorithms and Corner Portfolios
Pricing the "guarantee" in a guaranteed return equity fund
Minimizing Risk in Cash Equity Trades by Algorithmic Model
What is Portfolio Engineering?
Where Betas are All Zeros and the Excess Returns are All
Above Average
Good and Bad Properties of Kelly Criterion
Tactical Asset Allocation Strategy - A Very Simple Approach
Trading of Stocks using Kelly Criterion
Creating Synthetic FX Forward Contracts
A Detour into Schur and Eigen Decomposition
FX as Pure Management Alpha Assets for Fund Managers
Problems in Estimating the Covariance Matrix of a Portfolio
Portfolio Risk Decomposition using Triangles
Combining Portfolios to Increase RAROC – Is that Why Banks
Always Merge?
Poison Pills, Zero Cost Calls and Underwriting Put
Options – The Mystery of it All!
Equity Linked Savings - A New Twist
Capital Guaranteed Notes Linked to Hedge Funds
Managing Portfolio Risk with an Equity Swap - Essential Guide
for the Asian Fund Manager
A Hitchhiker's Guide to Equity Portfolio Management &
Risk Measurement - Part I
How Risky Are Hong Kong Stocks? - Lessons for the
Fund Manager
