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Research
Research is the
foundation of quantitative investing.
Identifying with the quant label, IMI conducts research
in a multitude of areas such as factor discovery, model architecture,
and portfolio construction.
With our newsletters and articles we intend to share
some of our insights with clients, prospects, and friends
of the firm.
Newsletters:
Quarterly Review
Tax Implication of Portfolio Turnover
Research Articles:
"Mathematics
of Savings and Retirement Planning", Journal of
Wealth Management, Winter 2007
"Separately Managed or Commingled", IMI Newsletter,
Volume II, Q2 2004
"Portfolio
Size: An Unrecognizable Source of Risk", Journal of Investing,
Winter 2002
"Risk: An Elusive Concept in the Making", CIA Quantitative
Insights, August 1996
"Do Factor Correlations Matter in
Building Multi-Factor Models?", CIA Quantitative Insights,
July 1995
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