Gaming the Index
CRSP sets out a benchmark against front-running.
- December 2, 2010 September 13, 2019
- 11:16
Latest news in Scot Blythe
Need Another Word For Bear?
A gloomy glossary for shell-shocked investors.
- November 25, 2010 September 13, 2019
- 10:03
The Coming ETF Collapse
New risks, flash crashes on the horizon: report.
- November 17, 2010 September 13, 2019
- 08:18
Selling U.S. Gold Reserves
Rogoff: “Yes, gold has had a great run, but so, too, did worldwide housing prices until a couple of years ago.”
- October 25, 2010 September 13, 2019
- 09:29
Taking LDI to the next level
Welcome back stochastic life-cycle management.
- October 20, 2010 December 4, 2020
- 09:26
Trading Complex Assets
Complexity affects liquidity, price volatility: reseachers.
- October 18, 2010 September 13, 2019
- 09:11
Kick Starting QE2
Quantitative easing may take a long time to execute a turn.
- October 13, 2010 September 13, 2019
- 15:37
Low Inflation Linked to Stock Bubbles
Monetary policy targeting inflation, interest rates can destabilize asset markets.
- October 7, 2010 September 13, 2019
- 09:55
Is Smart Routing Really Smart?
For marketable orders, we find that there is generally little difference across smart routers.
- October 5, 2010 September 13, 2019
- 09:47
ETFs Lean on Academic Stars
New breed of academic puts their own analysis into practice to build ETF
- October 4, 2010 September 13, 2019
- 11:59
Currency and Stock Market Momentum
Implications for risk premia on foreign currencies.
- September 27, 2010 September 13, 2019
- 10:00
Recession’s Over…Move Along…Nothing to See Here Folks….
Why it's not quite time to go to the mall.
- September 23, 2010 September 13, 2019
- 09:56
Tigers Trump Canada on ERP
Average equity risk premium in Asia soars over Canada.
- September 14, 2010 September 13, 2019
- 06:00
The Price of Certainty
Dutch “Pension funds have to report on their coverage ratio on a quarterly basis. And this is where the problems start.”
- September 13, 2010 September 13, 2019
- 08:00
Banking on Black Swans
Tail risk strategies not a slam dunk.
- September 7, 2010 September 13, 2019
- 10:36
Bubble Bubble Bonds in Trouble
Either bond investors are underestimating inflation, or Japanese deflation looms.
- September 2, 2010 September 13, 2019
- 09:44
Remember Japan
How unreasonable are current long-term interest rates given current macroeconomic forecasts?
- September 1, 2010 September 13, 2019
- 14:47
“Fudgeddaboutit”: SEC to New Jersey Pension
Jersey shore misrepresents pension obligations.
- August 30, 2010 September 13, 2019
- 09:40
RIP Prop Desks
The Volcker Rule and its legislative translation
- August 26, 2010 September 13, 2019
- 11:47
The Limits of Chindia
Comparative advantage works both ways.
- August 24, 2010 September 13, 2019
- 09:00
Come On Feel the Noise
Matt Rothman, describes yawing volatility, noting that all stocks seem to move at something close to the same rate – 70% of the time.
- August 16, 2010 September 13, 2019
- 11:02
Trying to Call a Recession
Who could have known what countries were in trouble betwixt the cup of the Great Moderation and the sip of the Great Recession?
- August 12, 2010 September 13, 2019
- 09:50
Get Ready for Tail Hedging: PIMCO
How bad could the new normal get? Well, the old rules of thumb won't work anymore.
- August 9, 2010 September 13, 2019
- 16:49