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Risk Management

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Displaying 346 - 360 of 496
A Brief History of Asset Allocation
Glassbridge has put out an ambitious white paper about the “evolution of asset allocation across the…
State of the Industry, Risk Management, Hedge Funds, Emerging Asset Classes, Asset Allocation
Self-Organizing Maps for Selecting Hedge Funds
A new paper by Claus Huber, of Rodex Risk Advisers, looks at machine learning for risk analysis, working…
State of the Industry, Risk Management, Manager Selection, Hedge Funds, Asset Allocation
Goldman Sachs Equity Hedge Fund Report Deep Dives 13Fs
Working from a database drawn from 13F filings, authors of a new report from Goldman Sachs Asset Management…
State of the Industry, Risk Management, Hedge Funds
Peeling the Onion of Equity Hedge Fund Alpha
The founder of CEO of MSR Indices, a Parsippany, N.J.-based index-investors consultancy, has authored a white…
Asset Allocation, Hedge Funds, Risk Management, State of the Industry
Cracking the Illiquidity Code
By Tom Keck, Partner & Head of Research; Lisa Larsson, Vice President, Research Researchers at…
State of the Industry, Risk Management, Private Equity, Manager Selection
D'oh!
Much has been written this week about the fall of the house of Lehman. Too big to fail became “someone has to…
Educational Alpha, Risk Management, Access to Alternatives
The Connection between Audit Fees and Derivative Hedging
It is generally acknowledged that there exists a positive association between business risk and audit fees.…
State of the Industry, Risk Management, Hedge Funds
Hedging or Trading? Why Italian Banks Use Derivatives
A recent report by the Bank of Italy looks at why the various banks of Italy use derivatives. Specifically,…
Asset Allocation, Hedge Funds, Risk Management, State of the Industry
Kurtosis Diagnosis: Don’t get Skewed!
By Bill Kelly, CEO, CAIA Association The quote “what gets measured gets managed” is oft-times attributed to…
Educational Alpha, State of the Industry, Risk Management
What is Behind the Momentum Factor? Informed Trades?
A new paper by four U.S. scholars makes a contribution to the literature on factors and the modeling of stock…
Asset Allocation, Risk Management
Volatility Arbitrage and Cross-Border Options
A new paper, by Adriano Tosi, of the University of Zurich, Switzerland, looks at the mispricing of a cross-…
Risk Management, Hedge Funds
Using the Variance Risk Premium to Predict Futures Markets
A new study of volatility in commodity prices indicates that both the total and the decomposed variance risk…
Risk Management
Neural Networks and EPS Prediction
Yes, it sounds a bit like the phrase “jumbo shrimp,” in terms of sense, but a “long short-term memory neural…
State of the Industry, Risk Management
Ben Graham Conference at Fordham: Value Very Much Alive
The fifth Ben Graham Annual Conference, the marquee event of the CFA Society New York, took place as…
State of the Industry, Risk Management
Blockchains: Hyped but Here to Stay
In a recent white paper, a trend analyst and a portfolio manager at Robeco put their heads together to look…
Risk Management