Low Complexity Portfolios Beat Markets
Recent research confirms that high portfolio complexity impacts negatively mid and long-term expected returns. This is because high complexity hasContinue Reading
is Quantitative Complexity Management
Recent research confirms that high portfolio complexity impacts negatively mid and long-term expected returns. This is because high complexity hasContinue Reading
According to Wikipedia: “In finance, a derivative is a special type of contract that derives its value from the performanceContinue Reading
The following article is by Tim Fernholz, and has been written on September 16-th, 2013 and is proposed here verbatim.Continue Reading
The World’s stock markets form a complex highly interdependent and dynamic network which embraces the entire global economy. This systemContinue Reading
The ASSETDYNEX tool (www.assetdynex.com) has a new and powerful graphic feature which enables users to quickly visualize the timeContinue Reading
When talking of derivatives and other sophisticated financial products, people often say that they are complex, that they have complexContinue Reading
Avoiding the next financial crisis may not be easy but if there is one factor that may potentially contribute toContinue Reading
In 2000, the Commodity Futures Modernization Act (CFMA) passed, legitimizing swap agreements and other hybrid instruments, a massive move towardsContinue Reading