Non-Parametric Methods for Asset Allocation in Private Wealth Published in Quantitative Approaches for High Net Worth Investment Editor S. Satchell and A. Rudd (2014)

Environmental(E) Social(S) & Governance(G) Factors: Impact on Risk/ Return Profiles of Equity Portfolios Indrani De, CFA, PRM Director of Quantitative Research New Amsterdam Partners LLC June 2014

Reverse Stress Testing: The Unknown Knowns – Daniel Satchkov, CFA, RiXTREMA

Options for Managing Volatility – Matthew Moran CBOE – June 13 2011 in Hartford CT

FA Advisor Perspectine on ETFs – QWAFAFEW Hartford 9/20/2010 – John Ruocco

Navigating the ETF Landscape – Hartford CT – Sep 20 2010

How to Understand Evaluate & Trade ETFs

There are two very distinct schools of thought on how to value and fund public pension liabilities.  The long-established, dominant perspective among US public plans sponsors, pension actuaries, and government accounting standards setters derives primarily from the actuarial profession.  A newer perspective, deriving from the field of financial economics, asserts…

Valuing and Funding Public Pension Liabilities – Why Plan Sponsors Should Listen to Economists