Investment Risk and Uncertainty: Advanced Risk Awareness Techniques for the Intelligent Investor

Acknowledgments

This book would not have been possible without the support from FactSet Research Systems and particularly from Chris Ellis, the senior head of product development, who in many ways is the original thought leader for risk on FactSet. Likewise, the chapter authors from FactSet’s risk vendors include Jason MacQueen, Laurence Wormald, Sebastian Ceria, and Daniel diBartolomeo, to whom we owe a hearty thanks for offering their expertise freely and also for their advice from time to time on technical matters and with clients. Sebastian graciously wrote the chapter on optimization, which was a special help, along with his colleague Kartik Sivaramakrishnan. Additionally, Melissa Brown and Bill Wynne from Axioma collaborated with Sebastian on writing a very user-friendly, easy-to-read chapter with good examples on using their products within FactSet.

I have great pleasure working at FactSet, which has some of the nicest people on the planet. These include the authors and editors Bill McCoy, David Mieczkowski, Richard Barrett, Christopher Carpentier, Mido Shammaa, Sameer Patel, Roberto Isch, Joe Importico, Viviana Vieli, Daniel Mathon, and Andrew Geer. Andrew in particular spent an inordinate amount of his time editing many chapters and offering help in formatting throughout the text. Katherine McCabe, Michelle Bova, and Mathew Ward also contributed, and it is Mathew’s magic that makes the product videos sprinkled throughout the book come to life. Without these people, this ...