May 24, 2011
A common question when using StyleADVISOR is, “Can we create a Universe Chart on a Calendar Year basis?” The answer to this is Yes. To do this, you will need to modify the Manager vs. Universe Chart or the Manager vs. Universe Table.
May 12, 2011
In the wake of the recent credit crisis there has been a lot of discussion around the idea of tail risk, i.e. rare, but extreme and traumatic events. We believe one of the best ways to analyze tail risk is to use the Omega ratio developed by Con Keating and William Shadwick.
Apr 28, 2011
Black-Litterman Model (BLM)
As an introduction topic for our blog, let’s discuss Market Capitalization in the BLM, why it matters and how it can help determine forward-looking returns.