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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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Asset Shortage

The difference between the amount or stock of assets outstanding and its tradable flow adjusted float is rarely discussed by research analysts and advisors.

Edward Talisse
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Black-Litterman in Continuous Time: The Case for Filtering

Dr. Mark Davis and Dr. Sébastien Lleo extend the Black–Litterman approach to a continuous time setting.

Mark Davis & Sébastien Lleo
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Does the Bond-Stock Earning Yield Differential Model Predict Equity Market Corrections Better Than High P/E Models?

In this paper, Dr. Sébastien Lleo and Dr. William Ziemba extend the literature on crash prediction models in three main respects.

Séb Lleo & William Ziemba
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Explorations in Asset Returns

In this white paper CQF faculty member Dr. Richard Diamond provides an in-depth exploration in asset returns.

Richard Diamond
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Ferdinand the Bull

In his latest commentary, Edward Talisse likens the financials and banks to that off a bull, and explains where it all went wrong in the 2008 financial crisis.

Edward Talisse
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Geezers Need Excitement: Trading Jitters and the Volume Myth

Declining trading volumes is a fact. But the idea that high volume is good and low volume is bad is a fallacy. In this article, Ed Talisse looks at 5 market shocks that are driving trading volumes lower.

Edward Talisse
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Navigating Stock Market Crashes in the Brexit Trump Era (Presentation Slides)

Presentation slides for Dr. Bill Ziemba's talk - 'Navigating Stock Market Crashes in the Brexit Trump Era'.

William T. Ziemba
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Sequential Modeling of Dependent Jump Processes

In this article published by WIlmott magazine, Mai, Scherer, and Schulz present a new methodology to generalize univariate models to the multivariate case.

Jan-Frederik Mai, Matthias Scherer, and Thorsten Schulz
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Shiny New Toys: Does Wealth Management Need A.I.?

In this article, Greg Davies examines the allure of adopting artificial intelligence as a solution for a range of business problems in Wealth Management and the need to appropriately match solutions to problems.

Greg Davies