Quantitative investment researchers often seek uniquely optimal parameterizations of their strategies amongst a broad “robust” region of parameter choices. However, this ignores a critically important feature of investing – Diversification. By diversifying across many equally legitimate parameter choices – an ensemble - investors may ...
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“AAA merges empirical analysis and common sense to illustrate fundamental lessons in financial markets. The book has something for everyone: from retail investors to financial professionals. Read it!”
Wes Gray, Alpha ArchitectNovember 4, 2015
“This book is relevant and recommended for investors who wish to learn more about harvesting factor premia.”
Jason Hsu, PhD., Research AffiliatesNovember 4, 2015
GestaltU is a forum for research, opinion pieces, and educational material from the team at ReSolve Asset Management. Our views are driven by evidence based finance, with a special focus on asset allocation; factors and smart beta; retirement and endowment strategies, and; quantitative methods.