Introducing 'liquidity VaR' and other post-crisis notionsJame DiBiasioMar 24, 2010With so many concepts about portfolio management having failed during the credit crisis, State Street is coming up with new ways for institutional investors to think about risk.
GSAM quant team profiling global TAAJame DiBiasioOct 8, 2003Goldman''s quantitative resources team is discussing ways for Asian institutions to increase alpha.