Laurie Carver

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Articles by Laurie Carver

Macro-prudential supervision: the case against

The financial crisis could have been averted if regulators had been allowed to prick the credit bubble as it was inflating – or so claim advocates of macro-prudential supervision. But not everyone agrees. By Laurie Carver

Cutting Edge introduction: Followers of fashion

Focusing on how often a trading strategy ends on the winning side can distract from the question of whether it profits on average. The key is in the return distribution’s skew – and at least for trend-following strategies this can be directly controlled…

Risk 25: No more heroes in quantitative finance?

Scientific theories are supposed to be smooth processes, with progress building on progress. But sometimes a theory gets such a shock that it needs to be completely rethought – and quantitative finance is in the middle of such an upheaval

Don't blame the quants, says Merton

Quantitative models were unfairly criticised in the aftermath of the financial crisis, says legendary quant and co-creator of the Black-Scholes equation, but there’s plenty for quants to work on in the current environment

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