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Risk Management

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Displaying 301 - 315 of 496
CAIA Alternative Viewpoint: Risk Parity
Mean variance optimization (MVO) is a simple, yet well-regarded asset allocation technique designed to create…
State of the Industry, Risk Management
False Positives and Machine Learning
There is a high rate of failure among quant funds. These include smart beta, factor investing, statistical…
State of the Industry, Risk Management, Hedge Funds, Access to Alternatives
Hope May Not Be a Strategy…But Neither is a 60/40
By Guest Contributor Aaron Filbeck, CFA, CAIA, CIPM, Associate Director, Content Development The death of the…
Educational Alpha, State of the Industry, Risk Management, Manager Selection, Asset Allocation, Access to Alternatives
An Alternative View of Manager Selection Risk
By Aaron Filbeck, CFA, CAIA, CIPM & Hossein Kazemi, PhD, CFA, CAIA Association & CISDM This is a…
State of the Industry, Risk Management, Manager Selection, Hedge Funds, Asset Allocation
SHARE BUYBACKS OR COMPOSITE EQUITY ISSUANCE?
By Daniel Fang, CFA, CAIA, Quantitative Research, and Diana Olteanu-Veerman, CFA, Quantitative Strategy,…
State of the Industry, Risk Management, Asset Allocation
Pairs Trading Suggested for Energy Stocks
Carlos Salas Najera, of the New York City Data Science Academy, has tested an old idea (pairs trading) for a…
State of the Industry, Risk Management, Hedge Funds, Asset Allocation
Requiem for a Heavyweight
By Bill Kelly, CAIA Association CEO A requiem is a solemn chant for the repose of the dead. Chant-worthiness…
Educational Alpha, Risk Management, Manager Selection
Alternative Investments: Investing By Numbers
What’s in the future for alternative investments asset management? A new publication from Ernst & Young,…
State of the Industry, Risk Management, Real Estate, Private Equity, Private Debt, Hedge Funds, Access to Alternatives
How to Improve Momentum Risk Management
Matthew X. Hanauer and Steffen Windmueller, two scholars affiliated with the Technical University of Munich,…
State of the Industry, Risk Management, Hedge Funds
Past performance guarantees no future results
Since, as everyone says, “past performance is no guarantee of future results,” a history of close correlation…
State of the Industry, Risk Management, Asset Allocation
Bitcoin Derivatives Behaving Just Like Other Underlying Assets
Bitcoin derivatives act a lot like the derivatives of other asset classes. Two scholars at the University of…
State of the Industry, Risk Management, Hedge Funds, Asset Allocation, Access to Alternatives
Meet the New Crisis: Looks Like the Old Crisis
Last month saw an extraordinary spike in the interest rates of the repo market—the market that consists of…
State of the Industry, Risk Management, Asset Allocation
The Persistence of the Low-Risk Effect
The “volatility effect,” also known as the “low-risk effect,” is the subject of a new paper from Robeco. The…
State of the Industry, Risk Management, Hedge Funds, Asset Allocation
Valuation: A New Approach to an Old Financial Tool
Zane Swanson, an accounting professor at the University of Central Oklahoma, has been at work on a…
State of the Industry, Risk Management, Hedge Funds
Low Vol vs Option-Based Strategies
By Nicolas Rabener of FactorResearch (@FactorResearch) INTRODUCTION Some investment products and strategies…
State of the Industry, Risk Management