This page contains links to various research activities and presentations that I am or have been involved in.

On This Page:

• Research
• Presentations

• "On the Omega Ratio," Critique of the omega ratio, January 2009.
  • Paper
  • Mathematica Notebook
  • PDF of Notebook

Top of Page

Presentations

• "Factor Models," Chilton Investment Seminar, Palm Beach, Florida, March 30, 2006.
• "Risk Management," SEC Training Seminar, Washington, D.C., February 27, 2006.
• "Risk Management," MFA Sound Practices for Hedge Fund Managers, New York, NY, September 29, 2005
• "Modeling Risk in Arbitrage Strategies Using Hierarchical Mixture Models," BOAS Leadership in Qunatitative Excellence, October 5, 2006.
  • Agenda
  • Presentation

Top of Page