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The Great Investors, Their Methods and How We Evaluate Them: Theory

This article discusses a categorization of the efficient market camps which is related to how various people try to get an edge. 

Bill Ziemba
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Quant Insights Conference: Factor Investing and the Road to Diversified Serfdom

In May 2022, the Quant Insights Conference held by the CQF Institute featured a panel discussion entitled, “Factor Investing and the Road to Diversified Serfdom.”

Dr. Michael G. Kollo, Dr. Bernard Lee, Professor James Sefton, Leif Cussen
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Knock-in/out Margrabe

In this paper, Espen G. Haug and Jorgen Haug push the Black-Scholes-Merton (BSM) formula to the limit by using it to value exchange-one-asset-for-another options with knock-in or knock-out provisions that depend on the ratio of the two asset prices.

Espen G. Haug and Jorgen Haug
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A Mathematician on Wall Street: Berkshire Hathaway

From a cigar butt to a humidor full of Havanas, courtesy of Mr Buffett with Ed Thorp.

Ed Thorp
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Bridge with Buffett

“Investing in a market where people believe in efficiency is like playing bridge with someone who has been told it doesn’t do any good to look at the cards.” – Warren Buffett

Ed Thorp
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How to Succeed in Quant Investing with Big Data Analytics

In this article, Peter Hafez shares his views on what he believes is required to succeed in today's world of quant investing. 

Peter Hafez
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The Swiss Black Swan Bad Scenario: Is Switzerland Another Casualty of the Eurozone Crisis?

In this paper Dr. Sébastien Lleo and Dr. William T. Ziemba discuss the Swiss Black Swan Bad Scenario and who the winners and losers are.

Séb Lleo & William Ziemba
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Timing the Bond Market

Edward Talisse, gives his view on stock-bond correlation in his latest article where he advises the best timing to invest bonds.

Edward Talisse
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Anything Built By the FED, Can Also Be Destroyed

In this commentary, Edward Talisse examines the year’s bond investment, looking closely at the USA and countries in Europe including Spain, Italy and Greece.

Edward Talisse
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Hands Off My Cash, Monty

In this article, Edward Talisse examines how index investing captures the market's beta (systematic risk) premium in particular asset classes.

Edward Talisse

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