View/Download My Research
Articles and white papers related to market risk, hedging, derivative valuation and analysis, estimation and prediction of volatility, risk events and risk models.
Portfolio Allocation and Optimization Methods
Articles on asset allocation techniques, optimization methods, portfolio analysis and the incorporation of multi-asset classes into the investment process.
Articles applying various quantitative methodologies to financial market anomalies including event studies, analysis of policy shifts, and time series estimation techniques.
Articles on both short-term and longer-term exploitation of market mispricings in stock, bond and derivative markets, and other valuation anomalies.
Various reports, studies and guidelines I have written to guide and advise on the proper application of fiduciary principles in the investment industry.
Articles and commentary written over my career on key macro policy events and changes, including both US and global fiscal and monetary policy.
Presentations and Marketing Pieces
Various presentations and classes I have given on a variety of investment subjects, such as training classes for the CFA program, research seminars and market reviews.
