The Savvy Investor Blog


Quantitative Methods and Machine Learning: Jan 2021

Risks and Risk Analysis: Mapping today's complex risk landscape

Managing Portfolio Risk and Market Volatility

Diversification, Hedging and Protection in Portfolio Construction

Defensive Equity Strategies for Volatile Markets

ESG in the Investment Process: From Backwater to Mainstream

The Evolution of Behavioral Finance Research

The Top Quant Papers of 2019

Best Quant Paper 2019

Rise of the Machines? AI and Big Data in Asset Management

The Correlation Between Equities and Bonds

Portfolio Diversification: within and across asset classes

Quantitative Portfolio Management Strategies

Risk Management and Portfolio Optimization in 2019

Bond Bubbles and Credit Calibrations

The Top Quant Papers of 2018

Best Quant Paper 2018

Risk Management and Portfolio Optimization

Volatility measurement, the ERP, and downside risk over long time horizons

Attribution Analysis and Risk-Adjusted Returns - getting under the hood

Risk Tolerance and Absolute Returns

Understanding and Harnessing Volatility

Downside Risk Protection - Preparing for the Worst

Thought Leadership Bulletin - featuring FTSE Russell

Downside Protection - Methods and Horizons

Rethinking Portfolio Risk and Performance Attribution - the top papers

The Seven Deadly Sins of Quantitative Data Analysts

How to calculate expected returns on major asset classes

Big data for investment management and quant analysis

Are you measuring risk wrong?