Sort by:

0 . Executive summary

1 . Risk drivers identification

Equities
Insurance

2 . Quest for invariance

3 . Estimation

4 . Projection

5 . Pricing at the horizon

6 . Aggregation

7 . Ex-ante evaluation

8a . Ex-ante attribution: performance

8b . Ex-ante attribution: risk

9b . Construction: cross-sectional strategies

9c . Construction: time series strategies

10 . Execution

Execution

11 . Executive summary

39 . Decision theory with model uncertainty

43 . Invariance tests

Close popup