1. THE X FACTOR: GROUPINGSECURITIES, DEFINING “SIMILAR” AND FORMING ESTIMATES Nick Wade Northfield Information Services 2011 1 2. WHAT’S THE MAIN POINT? Most of…

1. Risk Model Methodologies Nick WadeNorthfield Information Services, Inc. October/November 2005 2. Motivation While the linear model is prevalent in finance, many of its…

1. This document is being provided for the exclusive use of  06.19.12  www.bloombergbriefs.com Bloomberg Brief | Hedge Funds 12SpotlightQuantZ…

Written by Michael Karagianis, Senior Investment Strategist, MLC âPortfolios that concentrate on Australian investments can have hidden risks.â In recent years, many Australian…

1. Risk Management for Hedge Fund PortfoliosRisk Management for Hedge Fund PortfoliosPresentation at ETHZ Dr. Lars Jaeger, CFA, FRM April 28th, 2005 2. Risk Management for…