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The Case for a Dynamic Beta Strategy
“More empirical effort may have been put into testing the CAPM equation than any other result in finance. The results
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Using the Volatility Surface to Estimate Expected Returns
There are many different ways to estimate returns using quantitative data. The conventional approach is to use a ‘factor model’
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Ways to Manage Risk
Blue Sky Thinking An agile and creative process without limitations – a way of thinking freely Research Our identity –
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