Northfield.Newport.2004 (2004_newport.pdf)
Invitation to Northfield's 10th Annual Summer Seminar in Newport.
Invitation to Northfield's 10th Annual Summer Seminar in Newport.
Enhancing the Liquidity of Bond Trading by Charles W. Polk and Evan Schulman
A bond is a loan. Bonds, like loans, have less risk than equity
A bond is a loan. Bonds, like loans, have less risk than equity
Adaptive Modeling in FX Valuation, Risk Assessment, and Portfolio Construction by Michael F. Wilcox
MODELING FOREIGN CURRENCY MARKETS FOR RISK MANAGEMENT.
MODELING FOREIGN CURRENCY MARKETS FOR RISK MANAGEMENT.
Boston File - Portable Alpha & Post Modern Asset Allocation (20040518.pohlman.pdf)
Handout for May 18 meeting in Boston
Handout for May 18 meeting in Boston
Blank Fame (mutualfunds.pdf by Fran Denmark)
An article pointing out the evils of open-ended funds and featuring our own Herbert Blank.
An article pointing out the evils of open-ended funds and featuring our own Herbert Blank.
Boston File - (2 of 2) Portfolio Formation with Higher Moments and Plausible Utility
Paper (20040413.kritzman.pdf by Jan-Hein Cremers, Mark Kritzman, and Sebastien Page)
Paper (20040413.kritzman.pdf by Jan-Hein Cremers, Mark Kritzman, and Sebastien Page)
Boston File - (1 of 2) Portfolio Formation with Higher Moments and Plausible Utility
Presentation (20040413.portfolio.formation.x3.pdf by Jan-Hein Cremers, Mark Kritzman, and Sebastien Page)
Presentation (20040413.portfolio.formation.x3.pdf by Jan-Hein Cremers, Mark Kritzman, and Sebastien Page)
San Francisco File: Six Steps to Better Credit Returns
sf-20040407.barra.6steps.pdf by Tim Backshall
sf-20040407.barra.6steps.pdf by Tim Backshall
San Francisco File: Forecasting Default in the Face of Uncertainty
sf-20040407.barra.uncertainty.pdf by Kay Giesecke and Lisa Goldberg
sf-20040407.barra.uncertainty.pdf by Kay Giesecke and Lisa Goldberg
San Francisco File: How good is your information?
sf-20040407.barra.information.pdf by Lisa Goldberg
sf-20040407.barra.information.pdf by Lisa Goldberg