Description
This book explores the current state of the art in quantitative investment management across seven key areas. Chapters by academics and practitioners working in leading investment management organizations bring together major theoretical and practical aspects of the field. Prior to joining EDHEC-Risk, Bernd Scherer was Managing Director and Global Head of Quantitative Asset Allocation at Morgan Stanley in London. Previously, he was with Deutsche Asset Management where he successively headed the Investment Solutions and Overlay Management Group in Frankfurt, and Global Quantitative Research and Portfolio Engineering from New York. Bernd has 16 years of investment experience within top financial institutions. He has published over 50 articles in leading academic and practitioner journals and is a board member of the London Quant Group. ; Kenneth Winston’s group assesses and manages investment risk, conducts quantitative research, and oversees enterprise and operational risk at Western Asset. Previously Dr Winston worked in firm risk management at Morgan Stanley and was chief risk officer at Morgan Stanley Investment Management in New York. While he was at Morgan Stanley, he was an adjunct professor of financial mathematics at the Courant Institute of Ma
