Paul's Blog

Coming to a Wall Near You!

27th June 2008 admin 0

I just did a photoshoot for Portfolio magazine with the great Jason Bell (photographer to the stars!). He and his team of three (yes, three!) assistants set me up for all sorts of glam shots […]

Paul's Blog

Results and Ideas: Two classical putdowns

10th June 2008 admin 0

I spoke recently at a very academic conference. I usually prefer trader and fund events because of their focus on practical matters. But this was in a place that I’d never visited and so I […]

Paul's Blog

This is No Longer Funny

10th March 2008 admin 0

I’ve been critical of much of quant modelling for many years. I don’t like the assumptions, the models, the implementations. I’ve backed this up with sound reasons and wherever possible tried to find alternative approaches […]

Paul's Blog

Science in Finance V: Diversification

20th February 2008 admin 0

One of the first lessons in any course on quantitative finance will be about portfolio construction and the benefits of diversification, how to maximize expected return for a given level of risk. If assets are […]

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