Flint, Emlyn James; Mare, Eben(Actuarial Society of South Africa, 2017)
In this research we describe how forward-looking information on the statistical properties of an asset
can be extracted directly from options market data and demonstrate how this can be practically applied
to portfolio ...
The modern quantitative portfolio manager is the quintessential “jack of all trades”. Not only do they need to be an expert in the specific area of portfolio management, they also need to have a thorough understanding of ...
