1 min readAug 26, 2019
In this article I showed why the model should be rejected. The next step is to:
a) falsify this work or;
b) find a good alternative based on same variables.
Written by Marcel Burger
As CIO Marcel heads Amdax Asset Management. He holds a MSc in Econometrics. Before he cofounded Amdax, he worked as a trader, portfoliomanager and quant.