Paul's Blog

Name and Shame in Our New Blame Game!

We are running a survey. As a break from blaming anonymous men in suits for the current crisis, can you tell us which quants and which models ought to take some of the responsibility for […]

Paul's Blog

Nurse, Hand Me That Scalpel

We all know that the relationship between credit-ratings agencies and the clients they rate is a corrupt one, reeking of moral hazard. Some of us have even laughed when told that a company is triple-A […]

Paul's Blog

Where’s Hamlet?

We’ve seen the deaths of Polonius, Claudius, and Laertes, otherwise known as house-price falls, commodity-price rises and bank collapses. There still remains the death of Hamlet himself, the final double-digit percentage stock market crash. That […]

Paul's Blog

The Same Old Same Old

Events of the last year seem to have passed a lot of researchers by. I find it both amusing and disturbing that the same people are still giving the same lectures about the same models […]

Paul's Blog

Coming to a Wall Near You!

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 […]