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News
February 5, 2007: Global Investment Technology newsletter reviews Quantal PRO. "Quantal
Models Economic Effects on Securities Pricing".
For details, please click here
April 10, 2006: Paul Pfleiderer gave a lecture on “The ‘Wall Street Walk’ as a form of Shareholder Activism” at the 1st Annual American Investment seminar, Duke University, April 10, 2006.
To view the presentation, please click here
Terry Marsh made a presentation on “The Relation between Fixed Income and Equity Return Factors” at the JOIM Conference Series, Spring 2006, San Francisco, March 27, 2006. The presentation discusses some of the research and modeling behind the forthcoming addition of global term structure to the Quantal PRO risk model.
March 15, 2006: Quantal and Bullrun Financial announce that they will integrate Quantal PRO portfolio risk and optimization features with Bullrun’s attribution and portfolio handling capabilities.
February 28, 2006: Quantal portfolio risk engine available on Impact Investing’s Impact 2.2 Release. For details, go to www.impactinvesting.com
Terry Marsh presented a lecture “Equity Market Neutral Hedge Funds” at the Gutman Center Symposium on Hedge Funds, University of Vienna, Monday, November 29, 2004.
Larry Tint appeared on the Panel “Perspectives on Portfolio Risk” at Factset’s Portfolio Analytics conference in Miami, FL, Friday November 12.
Paul Pfleiderer delivered a talk on “Portfolio Profit and Protection Procedures: From Research to Useful Ideas” at Factset’s Portfolio Analytics conference in Miami, FL, Thursday November 11.
Terry Marsh presented a talk “Assessing Credit Risk for Commercial Real Estate-Backed Debt” at the 17th Annual Investment Seminar, Emmanuel College, Cambridge University, September 15, 2004.
Terry Marsh presented a talk “Investing in Hedge Funds” at the MPT Forum, Tokyo, April 8, 2004.
Terry Marsh spoke on the “Value of Hedge Funds in Optimizing Portfolios” at the Hedge Fund Seminar, Office of the New York City Comptroller, September 23, 2003.
David Tien presented the paper “Decomposing Factor Exposures for Equity Portfolios” at the 16th Annual Investment Seminar, Oxford University, September 2003.
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2.5.07
Quantal's multi-factor risk model and optimizer as part of the firm's flagship product, Quantal PRO (Portfolio Risk and Optimization),
reviewed by Global Investment Technology.
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7.14.06
Terry Marsh
gave a presentation “Can SRI lead to CSR?" (joint with Keiko Negishi) at the Symposium on Corporate Responsibility and Global Business" at the London Business School.
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