By Scott Sobolewski, Partner at Acadia What is ORE? Acadia has successfully supported the non-cleared derivatives market through regulatory compliance of all six phases of the global Uncleared Margin Rules and emerged as a key […]
Harry Markowitz, the creator of modern portfolio theory, Nobel Laureate and John von Neumann Theory Prize winner passed on June 22, 2023. Who was Harry Markowitz and how did his mind work? John Guerard, having worked for, worked with, and co-authored papers for years with Harry Markowitz knows who he is. In Part II of this appreciation Dr Guerard discusses Markowitz’ academic career, his years as a consultant and entrepreneur, recognition, awards and his lasting impact on quantitative finance […]
Harry Markowitz, the creator of modern portfolio theory, Nobel Laureate and John von Neumann Theory Prize winner passed on June 22, 2023. Who was Harry Markowitz and how did his mind work? John Guerard, having worked for, worked with, and co-authored papers for years with Harry Markowitz knows who he is. In Part I, Dr Guerard discusses Markowitz’ early career through to 1972 […]
“My portfolio theory says you, the investor have to pick out a universe of stocks; it may not be stocks, it may be asset classes, and you can have very detailed asset classes, or you […]
The past few years have seen turbulent times for the global financial markets. Challenges include the COVID-19 pandemic, the war in the Ukraine, pressure on energy supplies in Europe, and rising inflation which has […]
The CQF Institute, Fitch Learning, and Wilmott are excited to announce that registrations are now open for the June 2023 Quant Insights Conference, which will celebrate the 50th anniversary of the Black-Scholes model. Join your fellow […]
Data from AI news analytics pioneer Blu Analytics shows that negative Twitter news is not the main driver of the Tesla share price despite claims the high-profile acquisition is hitting the stock market performance of […]
Congratulations to the latest graduates from the Certificate in Quantitative Finance (CQF). This is the 39th cohort of students to complete the master’s-level, online program. […]
On the sad event of Bill Ziemba’s passing Wilmott extends its condolences to Bill’s family, friends, and colleagues. […]
In remembrance of Marco Avellaneda here we publish tributes from the Quant Community in the order that Wilmott received them. […]
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