In January this year, Chartered Financial Analyst (CFA) Institute reaffirmed the University of Reading’s status as a CFA Program Partner with the ICMA Centre’s postgraduate degree MSc Investment Management.
Dr Emese Lazar, Dr Alfonso Dufour and Daniel Traian Pele publish new paper 'Information entropy and measures of market risk', which describes how entropy as a financial model can be used to forecast value-at-risk (VaR). Dr Emese Lazar discusses the paper below: