Eben Maré

Head of Absolute Return Funds, ABSA Asset Management

Articles

Let’s Do the Time Warp Again…

“Out of all the things I’ve lost, I miss my mind the most …” Mark Twain Think back carefully about your career - for those of us who have been around for long enough, what has really changed in the last...

Risk Homeostasis and the Hamster

“My hamster died last night … it fell asleep at the wheel.” – Anonymous Homeostasis refers to some regulating process that keeps an outcome close to a target by compensating for external disturbances; core...

Volatility and the Skunk

Volatility and the Skunk By Eben Maré, Head: Fixed Income at Absa Asset Management and Associate Professor, University of Pretoria “What kills a skunk is the publicity it gives itself” –...

Risk Profiling, Risk Management and Investments

Risk Profiling, Risk Management and Investments  by Eben Maré, Head of Fixed Income, ABSA Asset Management IBM recently estimated that we generate approximately 2.5 quintillion bytes of data daily (one...

Heisenberg’s Uncertainty Principle and Unintended Consequences in Finance

Heisenberg’s Uncertainty Principle and Unintended Consequences in Finance   by Eben Maré, Associate Professor, University of Pretoria Central banks have their jobs cut out for them! They measure a set...

Volatility – Ubiquitous, Yet Evasive?

Volatility – Ubiquitous, Yet Evasive? by Eben Maré, Portfolio Manager, Stanlib In this article we discuss aspects of asset class volatility. We look specifically at the VIX index and some of its properties...

The Importance of US Real Yields for Relative Equity Performance

The Importance of US Real Yields for Relative Equity Performance by Eben Maré, Head of Absolute Return Funds, Stanlib, and Chris Holdsworth, Quantitative Strategist, Investec Securities Real interest rates have...