RF

This author's articles (95)

Simon Thorp : « In the Aperture Credit Opportunities fund, we use fundamental analysis as well as quantitative tools »
Nicolas Duban & Jérôme Coirier : « This year, among the 70 reviewed projects, a significant number is related to quantitative asset management companies »
Agnès Lossi : "We expect a lot of progress in terms of dynamic balance sheet management and capital steering including their volatility, which is probably the major challenge for institutions."
Bruno Crastes : « Our models are still based on an enhanced version of the Black-Litterman model »
Philippe Goubeault : « We could replace a benchmarked fund by a ’Smart Beta’ index »