On November 30, 2009, Thomson Reuters announced the acquisition of ASSET4, the leading
provider of environmental, social, and corporate governance (ESG) data. ASSET4 gathers …

The dot product formula allows one to measure an angle determined by two vectors, and a
formula known to Euler and Lagrange outputs the measure of a solid angle in ${\Bbb R}^3$ …

The term “value investing” is increasingly being adopted by quantitative investment strategies
that use ratios of common fundamental metrics (eg, book value, earnings) to market price. …

In Tangencies Apollonius of Perga showed how to construct a circle that is tangent to three
given circles. More generally, Apollonius' problem asks to construct the circle which is …

Recent academic studies claim that price impacts associated with index rebalancing can be
large and may represent a hidden cost to fund investors. The authors examine the return …

Motivated to better understand the wonderful artistry and hyperbolic tessellations of MC
Escher's Circle Limit prints, we study the isometries of the hyperbolic plane and create …

While benchmarks are important tools for portfolio managers and investors alike, we challenge
the conventional wisdom that they are paradigms of investing excellence. Despite the …

This thesis aims to improve asymptotic upper bounds for the minimum number of simplices
required to triangulate the n-cube. To this end we develop two probabilistic methods for …

Traditional quantitative approaches to portfolio construction have drawbacks for investors or
advisors who combine multiple active managers in typically producing large numbers of …

While equity indexes serve as important benchmarks for both passive and active managers,
we challenge the conventional wisdom that they are paradigms of investing excellence. …