Implied volatilities were higher across the major asset classes last week on the back of President Trump's nomination of ...

Understanding the benefits of matrix converters for EV chargers and a comparison of different matrix converter topologies.

In residential real estate appraisal, accuracy, credibility, objectivity, and reliability are paramount. Appraisers, to meet client demands and comply with USPAP, must gather, analyze, and interpret a ...

Click to share on X (Opens in new window) X Click to share on Facebook (Opens in new window) Facebook Michael ends up finding himself trapped on the roof of his school with the Agents closing in on ...

As global financial markets become increasingly interconnected, accurately modelling correlations between assets is essential. Traditional models often assume static correlations, which fail to ...

Not all alternatives offer the same diversification benefits—and even when correlations look high, the degree of market sensitivity makes a big difference here. In our recently published 2024 ...

As interest rates shot up in early 2022 and continued to increase through most of 2023, bonds’ long-standing pattern of diversifying stock exposure was turned on its head. While most bond types fell ...

This paper proposes a novel shrinkage estimator for high-dimensional covariance matrices by extending the Oracle Approximating Shrinkage (OAS) of Chen et al. (2009) to target the diagonal elements of ...