A Quantitative Framework to Assess the Risk-Reward Profile of Non-Equity Products

Bestselling author and Head of the Quantitative Analysis Unit at Italian regulator CONSOB, Marcello Minenna introduces a new method for achieving a quantitative framework to assess the risk-reward profile of non-equity products, extracted from his book of the same name.

By combining techniques commonly used in markets in a consistent and transferable format, Minenna provides a toolkit to produce the core information that the investors need to make their investment decisions. He offers a way for financial institutions, investors, regulators, issuers and academics to better assess, understand and describe products and make a meaningful comparison between them.