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Risk Management

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Displaying 346 - 360 of 485
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
The View from Amundi: Absolute Return and Factor Models
On May 30, CAIA France sponsored a panel discussion on absolute return strategies, held at the headquarters…
Risk Management, Asset Allocation
The Irrelevance of Dodd-Frank & Memories of the Crisis
There has been some political excitement of late concerning the repeal of part of the Dodd-Frank statute,…
Risk Management, Hedge Funds
Greenwich Associates on Exchange-Listed Options
Greenwich Associates has produced research, commissioned by the Options Industry Council, about the way…
Risk Management
KPMG on Real Estate Funds
The outsourcing of fund administration tasks in real estate is not a new idea. But, as KPMG says in a new…
Risk Management, Real Estate
Revising the ICAPM to Reflect Effects of Style Investing
A recent paper by Michael Stutzer, of the University of Colorado at Boulder, Leeds School of Business,…
Risk Management, Asset Allocation
Funds Use Public Info to Complement Private Signals
Alan D. Crane and two colleagues have written a paper on whether and how hedge funds profit from publicly…
Risk Management, Hedge Funds, Asset Allocation
Options-based Strategies and their Pay-offs
Roberto Obregon, of the Meketa Investment Group, has written a paper (available at SSRN) on the use of…
Risk Management, Asset Allocation
Finance Theory, Listed Equities, and Liquidity
A recent paper from Robeco discusses whether a liquidity premium exists in the stock market. The authors,…
Asset Allocation, Risk Management
Why Treasury Professionals are Building Cash Reserves
The Association of Finance Professionals recently disclosed, via its Corporate Cash Indicators, that U.S.…
Risk Management
Reducing Dependence on (L)IBOR
A creation of the mid-1980s, the London Interbank Offered rate (LIBOR) became immensely influential over the…
Risk Management, Asset Allocation
Whence Corporate Social Responsibility?
A new scholarly paper, forthcoming in the Journal of Financial Economics, delves into the question whether…
State of the Industry, Risk Management, Manager Selection, ESG