Latest Research

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06.01.2009
Quantitative Due Diligence of Fixed Income Portfolios
05.15.2009
Renaissance RIEF April 2009 Performance Puzzle
04.06.2009
Radar for future Madoffs
04.04.2009
Monitoring Daily Hedge Fund Performance When Only Monthly Data is Available
03.27.2009
Back of the Book Value
03.05.2009
Stable Value a free lunch?
02.21.2009
SEC vs. Stanford: same return for two years – a red flag?
01.19.2009
Fairholme Fund
12.04.2008
Madoff: A Tale of Two Funds
09.04.2007
The Law of Large Numbers: An Analysis of the Renaissance Fund
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