The Curious Quant

The Curious Quant series, hosted by Michael Kollo, is a discussion between technically-minded professionals in the financial services, technology and data science fields. It carefully examines the application of new data and new methodologies to common problems in financial markets. The aim is to promote better discussions about these emerging areas, and a better understanding of new technologies.

 

 

Michael Kollo is a seasoned investment professional with a deep passion for the pragmatic discussion and application of quantitative models to solve problems. His PhD in Finance is from the London School of Economics where he lectured in quantitative finance in addition to Imperial College and at the University of New South Wales. He has created models and led quantitative research teams at Blackrock, Fidelity and Axa Rosenberg in the UK before more recently moving to Australia where he established the quantitative team for the $50 billion industry superannuation fund, HESTA. Kollo is an experienced speaker, author, mentor, a keen student of philosophy and more recently, a podcaster. The Curious Quant is a series of conversations with market leaders, deep thinkers and practitioners who deal with the wonder and frustrations of these models and who are on the front line of AI innovation.

Sponsored Content

Leave a Comment

Sort content by

Rethink remuneration

Institutional investors around the world have been lobbying for the right to have a say on pay, a right to have an input into the remuneration of the executives in the companies they invest in. In June the UK’s business secretary, Vince Cable, laid out new plans that will give shareholders three-yearly votes on executive

Endowments fall
from grace

US college and university endowments have gone from pioneers in the adoption of socially responsible investing (SRI) to markedly trailing the rest of the investment industry in integrating environmental social and corporate governance (ESG), new research reveals. The Boston-based Tellus Institute, an independent not-for-profit think-tank, looked at 464 endowments and was damning in its findings,

Kay Review recommendations tackle short-termism

Co-head of responsible investment at the £32 billion Universities Superannuation Scheme, David Russell, says asset manager engagement with companies should move away from its “almost myopic focus on remuneration” to other issues that impact value and strategy. His comments come on the back of the final report of the Kay Review of the UK equity

POLL: Which strategy within emerging markets debt do you find the most compelling?

mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

CalPERS: “opaquely transparent”

A Columbia Business School case study on CalPERS has criticised the fund for being “opaquely transparent”, with a computation of investment expenses revealing the fund pays three-to-four times its peers in fees. Written by Columbia professor of business Andrew Ang and Columbia CaseWorks fellow, Jeremy Abrams, Californian dreamin’: The mess at CalPERS examines the political,

Misaligned incentives, bank mismanagement and troubling policy implications

This paper by New York University’s Jonas Prager outlines the major changes in the financial structure as well as the focal events that characterised the 2007-2008 global financial crisis and considers the evidence for the crucial role played by misaligned incentives. Misaligned incentives, bank mismanagement, and troubling policy implications mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Previous