This week’s MiB is with Matthew Rothman, currently head of Global Quantitative Equity Research at Credit Suisse, and Senior Lecturer in Finance at the MIT Sloan School of Management.
Not too long before the Great Financial Crisis began, he was hired as global head of Quantitative Research at Lehman Brothers. In the midst of the quant crash in 2007, he published a research note titled “Turbulent Times in Quant Land” (below). It was the first Wall Street research note that actually explained the quant meltdown. It eventually became the most highly distributed research note in Lehman’s history.
Turbulent Times in Quant Land-Rothman on Scribd
