Jason MacQueen, one of the founders of R-Squared, a custom risk model provider, sat down with Taking Risk's Sean Carr to discuss a new short term global model available in Portfolio Analysis. MacQueen provided insights as to the logic behind short term models, the difference between a global and domestic perspective, and the R-Squared perspective on dummy variables.
To hear the interview in its entirety, listen on iTunes or stream the full audio online (the file may take a few moments to download). You can also read a full transcript of the interview.
Monday, February 9, 2009
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