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Risk Management

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Displaying 376 - 390 of 484
Risk Parity: Is it a Strategy for a Sprint or a Marathon?
Excerpted from the Alternative Investment Analyst Review, Volume 1, Issue 4 The Alternative Investment…
Risk Management
Til and Heckinger on Commodity Debacles, Part II
A new paper available at SSRN looks at two infamous commodity industry melt-downs: Amaranth and MF Global. It…
State of the Industry, Risk Management, Manager Selection
New Numbers on Catastrophe Bond Insurance
A new report from an Alternative Risk Transfer research service, Artemis, looks at the catastrophe bond and…
Risk Management, Hedge Funds
How Do They Get Those Non-Correlated Returns?
In a recent paper Mark Shore, of Shore Capital Management, has discussed overlaying of strategies in managed…
Manager Selection, Risk Management
Evidence that Sovereign Wealth Funds Mitigate the Agency Problem
Ever since the 1930s, scholars have discussed the “agency problem” built into the structure of publicly owned…
Asset Allocation, Risk Management
Hedge Funds and Sell-Side Analysts: Who is Tipping Off Whom?
Nathan Swem, an economist with the Board of Governors of the Federal Reserve System, has written a paper on…
Risk Management, Asset Allocation
Risk Management Isn’t Just Fund Selection
New Strategies for Risk Management in Private Equity, a new book from Private Equity International, is an…
Risk Management, Private Equity, Manager Selection
The Free Lunch of Diversification: Still on the Menu
Anthony Davidow, vice president, alternative beta and asset allocation strategist, Charles Schwab, offers a…
Asset Allocation, Risk Management
The Low Volatility Anomaly: Gunpowder Inc.
In a new paper David Blitz, the head of quantitative strategies for Robeco Asset Management, crunches numbers…
Asset Allocation, Hedge Funds, Risk Management
Earnings Releases & Social Media: Listening to the Crowd
Earnings releases, and the “seasons” made up out of them, have become almost a comforting ritual in the…
Asset Allocation, Risk Management
The State of the OTC Index Dividend Swap Market
In a new article in the Journal of Alternative Investments, Scott Mixon and Esen Onur quantify the over the…
Risk Management, Hedge Funds
Active Share: Empirical and Conceptual Issues
In 2009, Martijn Cremers, of the University of Notre Dame, and Antti Petajisto of New York University,…
Risk Management, Asset Allocation
Funds of Funds and the Task of Financial Intermediation
Are funds of funds a valuable form of intermediation? Robert Harris, of the University of Virginia, Darden…
Risk Management, Private Equity, Asset Allocation
The Federal Reserve on Distributed Ledger Technology (that is, on Blockchains)
A large team of officers and staff affiliated with the Federal Reserve (eight with the Board in DC, five with…
Risk Management, Asset Allocation
Ammar on the Implied Volatility Smile
In a new working paper, a scholar at the School of Finance, at the University of St Gallen, Switzerland,…
Risk Management, Emerging Asset Classes