Historical

Quantamental Investing - A Century of Inventions

I am inspired by this list, especially if I imagine the investing world without this knowledge.

  1. DuPont Formula (Donaldson Brown, 1918)

  2. Value Investing (Benjamin Graham and David Dodd, 1928)*

  3. Dividend Discount Model (John Burr Williams, 1938)

Months Before AIG Went Bankrupt

A Story About Unexpected Risk.

It was at the beginning of 2008, at our downtown office on Pine Street in Manhattan. I was a young quant portfolio manager at AIG and I was standing in the office of one of my mentors, a talented senior portfolio manager who was looking nervously at his screen.