Yearly Archives: 2021

>2021

Asset Allocation using Stochastic Dominance

Portfolio Construction and Asset Allocation
Stochastic Dominance has been applied in the domain of finance for several decades. It is most commonly applied in investment and the economics of uncertainty (e.g., portfolio diversification, defining risk, estimating bankruptcy risk, capital structure, and determining option’s price bounds).

2021-11-23T13:00:21+00:00 19 November 2021|Blog|

Modelling and Alternative Data in Finance

Let us start with the question "Why quantify?". Quantification is simply the conversion of thoughts and ideas into numbers. Behavioral scientists and domain experts quantify to improve precision of outcomes and decisions. Peter Drucker, who is often referred to as the founder and thinker on modern management, once said - "If you can't measure it, you can’t manage it".

2021-10-18T10:11:27+00:00 3 June 2021|Blog|