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INVESTOR EDUCATION
INSIGHTS & ARTICLES
Why Distributions Matter
Watch presentation video here: Distributions on Finance are often assumed to be "normal".....they are NOT, see why here... This...
Peter Urbani
Jan 16, 20121 min read
A Systematic Fund of Managed Accounts
This presentation outlines the concept of a Fund of Managed Accounts as a response to current pressures in the Funds of Funds business...
Peter Urbani
Jul 30, 20111 min read
Lessons from the Credit Crisis - The importance of Liquidity
This is a presentation on the impact of higher moments on longer horizon liquidity VaR and CVaR (Expected Shortfall) using the...
Peter Urbani
Sep 20, 20091 min read
Single Fund Analysis Performance (Peter Urbani via Infiniti Capital vs. RAPM's)
On the out-of-sample Performance of the Infiniti SFA score versus traditional Risk Adjusted Performance Measures (RAPM’s). As published...
Peter Urbani
Aug 20, 20096 min read
Four Moment Risk Decomposition
A presentation published when Peter Urbani was with Infiniti Capital, but is still relevant today. This research explores the dynamic...
Peter Urbani
Jul 5, 20091 min read
Properties of an Ideal Risk Measure
Risk like beauty is largely in the eye of the beholder. Although we can probably all agree that risk has something to do with the...
Peter Urbani
Sep 29, 20068 min read
The Omega Risk Measure
Using South African Case Exemplar The concept of risk is inextricably linked with losses or the potential for losses to occur. Over the...
Peter Urbani
Feb 5, 20056 min read
Long Run Performance of 26 Asset Classes from 1928
This is a presentation illustrating the Long Run performance of 26 Asset types from the perspective of a NZD based investor.
Peter Urbani
Jan 20, 20051 min read
Is your Manager a Chimp, Chump or Champ?
On the use of Portfolio Opportunity Distributions (POD)’s to identify skill. Using South African Case Exemplar Picture Source: Personal...
Peter Urbani
Dec 5, 20048 min read
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