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andsteinconsult

  1. Our software now has a Facebook page: lnkd.in/tGnJTH 5:18 AM May 17th via LinkedIn
  2. Avoiding financial crisis: APRA warns against firing risk managers: bit.ly/L5JLGM 4:30 AM May 16th via Tweet Button
  3. Our paper "DID DIVERSIFICATION REALLY FAIL?" was listed Top Ten in SSRN Macroeconomics eJournal. lnkd.in/umFbDK 2:53 AM May 16th via LinkedIn
  4. Research Note "Surplus Risk And Return: Equivalence of Asset- and Liability-Centric Views" available htp://www.andreassteiner.net/consulting 5:12 AM May 8th via LinkedIn
  5. Finishing our April research note: "Surplus Risk and Return: Equivalence of Asset-and Liability-Centric Views". 1:19 AM May 7th via LinkedIn
  6. Collar strategies snare better performance with less risk, say authors pionline.com/article/201205… 7:09 AM May 4th via Tweet Button
  7. ApaLibNET Workshop in Toronto on July 23, 2012 - lnkd.in/JbcJvt - maybe an opportunity for our East Coast US users? 4:07 PM Apr 30th via LinkedIn
  8. lnkd.in/m5Q_R5 Marat, I ment to say that A, B and C are perfectly correlated, then the case is clear. Thank you for pointing out... 3:30 PM Apr 27th via LinkedIn
  9. First simplistic prototype of our web-based portfolio analytics solution is online: apalibnet.com 3:16 PM Apr 26th via LinkedIn
  10. First simplistic prototype of our web-based portfolio analytics solution is online: apalibnet.com apalibnet.com 3:16 PM Apr 26th via LinkedIn
  11. lnkd.in/hxJKtY There are many causes for this. I think a lot of people conduct manipulations / operations because they do not... 7:46 AM Apr 26th via LinkedIn
  12. Looking for research/literature on near-singular correlation matrices in portfolio optimization. 1:46 PM Apr 25th via LinkedIn
  13. Coming soon: Web-based Advanced Portfolio Analytics apalibnet.com 4:11 AM Apr 20th via LinkedIn
  14. April research note is available: "Sharpe Ratios are Homogeneous of Degree Zero" lnkd.in/HhGYRM 5:45 AM Apr 13th via LinkedIn
  15. Does anybody know the average active weight of Fiancials in equity funds around July 1, 2007? 11:36 AM Apr 12th via LinkedIn
  16. "Did Diversification Really Fail? Evidence for Stock Portfolios" available on lnkd.in/HhGYRM 8:26 AM Apr 5th via LinkedIn
  17. lnkd.in/tdA9X9 I have conducted many tests with stock-level data as well as multi-asset class indices. The volatility of... 5:56 AM Apr 5th via LinkedIn
  18. Our paper "ANNUALIZED VOLATILITY" was listed on SSRN's Top Ten download list for Financial Market Volatility 2:28 AM Apr 5th via LinkedIn
  19. Chart of the Day: Dispersion of rolling 120 day correlations and volatilites of 448 stocks from the S&P 500 universe lnkd.in/NkJ-F8 6:18 PM Mar 25th via LinkedIn
  20. Our paper "RISK PARITY FOR THE MASSES" is on SSRN top 10 list for ERN: risk. Author ranking: 15267 out of 182844, percentile rank 8.25%. 1:51 PM Mar 24th via LinkedIn
  • Name Andreas Steiner
  • Location Switzerland
  • Web http://www.andrea...
  • Bio Investment Performance Analysis & Risk Management
50 Following 54 Followers 3 Listed
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