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August 19, 2007:Alpha, Beta and the Linear Regression – Investments 101 |
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August 16, 2007:Comparing Hedge Fund Performance based on Alpha |
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June 20, 2007:What are dark pools of liquidity and internal crossing networks? |
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Apr 19, 2007:Investing and Gambling- A Taylor Series Problem |
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Jan 07, 2007:Zero Beta and Minimum Variance Portfolios |
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Dec 19, 2006:Analyzing the Style of Fund Managers - A Quantitative Approach |
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Oct 01, 2006:Sharpe’s Algorithm in Asset Allocation |
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Sept 05, 2006:Portfolio Optimization Algorithms and Corner Portfolios |
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July 16, 2006:Pricing the "guarantee" in a guaranteed return equity fund |
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June 22, 2006:Minimizing Risk in Cash Equity Trades by Algorithmic Model |
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Apr 26, 2006:What is Portfolio Engineering? |
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Apr 21, 2006:Where Betas are All Zeros and the Excess Returns are All Above Average |
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Mar 16, 2006:Good and Bad Properties of Kelly Criterion |
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Mar 14, 2006:The Evolution of Portfolio Insurance |
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Jan 01, 2006:Quiz on Portfolio Engineering |
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Oct 25, 2005: Tactical Asset Allocation Strategy - A Very Simple Approach |
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Sep 15, 2005: Trading of Stocks using Kelly Criterion |
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Sep 08, 2005: Creating Synthetic FX Forward Contracts |
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Aug 19, 2005: A Detour into Schur and Eigen Decomposition |
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Aug 09, 2005: All About the Cholesky Matrix |
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Aug 01, 2005: FX as Pure Management Alpha Assets for Fund Managers |
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Jul 18, 2005: Problems in Estimating the Covariance Matrix of a Portfolio |
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May 27, 2005: Index Arbitrage with KOSPI Futures |
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May 18, 2005: Portfolio Risk Decomposition using Triangles |
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Mar 07, 2005: Combining Portfolios to Increase RAROC – Is that Why Banks Always Merge? |
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Feb 25, 2005: Poison Pills, Zero Cost Calls and Underwriting Put Options – The Mystery of it All! |
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Feb 06, 2005: Equity Linked Savings - A New Twist |
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Jan 27, 2005: Capital Guaranteed Notes Linked to Hedge Funds |
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Apr 28, 2003: Managing Portfolio Risk with an Equity Swap - Essential Guide for the Asian Fund
Manager |
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Dec 27, 2002: A Hitchhiker's Guide to Equity Portfolio Management & Risk Measurement - Part I |
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Nov 01, 2002: How Risky Are Hong Kong Stocks? - Lessons for the Fund Manager |
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Aug 07, 2002: Market Risk & Risk Charts - An Investor's First Lesson |
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