Topic

Risk Management

Browse by
Search
Browse and search
All Topics
→
←
Displaying 436 - 450 of 583
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
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