Benchmarks are indispensable for investment analytics. The challenge is picking a relevant one. The stakes are high because the wrong benchmark can be worse than none ...

Building an optimal crypto portfolio today is no longer about chasing random pumps. It is about positioning early in ...

If you haven't made money in the stock market since 2008, then you aren't trying hard enough. Don't let your own individual bias get in the way of your decision making. The sky is not falling ...

We have been doing Random Portfolio exercises for the last few years. We started looking at this interesting topic almost 3 years back and could make a template with the help of my friend Prashant ...

The extremal dependence of defaults, and negative correlation between defaults and their recovery rates, are of major interest in modeling portfolio credit risk. In order to incorporate these two ...

In this paper we consider the large homogeneous portfolio (LHP) approximation with a two-factor Gaussian copula and random recovery rate. In addition, we assume that the earlier the default occurs, ...

Benchmarks are indispensable for investment analytics. The challenge is picking a relevant one. The stakes are high because the wrong benchmark can be worse than none ...