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Displaying 301 - 315 of 466
Algorithmic trading may fairly be said to have conquered the public equities world, although there are still…
State of the Industry, Risk Management
GARCH (Generalized Autoregressive Conditional Heteroskedasticity) models are very useful for estimating the…
State of the Industry, Risk Management, Emerging Asset Classes, Access to Alternatives
Two scholars, Shubeur Rahman and Ranjan Bhaduri, have in a new paper taken a fresh look at a long-standing…
State of the Industry, Risk Management, Hedge Funds
Activist hedge funds can always be expected to trade both in lit exchanges and in dark pools, in the course…
State of the Industry, Risk Management, Hedge Funds
Understanding of the “Markowitz problem” has changed in the 60+ years since Harry Markowitz’ publication of…
Risk Management, Asset Allocation
A new article by Dave Dowsett and Heather Wied, both of Invesco, looks at blockchains and the way this new…
State of the Industry, Risk Management, Emerging Asset Classes, Asset Allocation, Access to Alternatives
I write these words soon after reading the news from Sundra Strait, Indonesia. In recent days, the eruption…
Emerging Asset Classes, Risk Management, State of the Industry
A recent article in the Journal of Risk and Financial Management takes a fresh look at a familiar issue…
Manager Selection, Risk Management, State of the Industry
McGraw Hill Education has brought out a new book by Bruce I. Jacobs, of Jacobs Levy Equity Management. The…
State of the Industry, Risk Management, Hedge Funds, Asset Allocation
KPMG, the auditing giant based in the Netherlands, has put out a white paper on the “digitization mandate” in…
Hedge Funds, Private Equity, Risk Management, State of the Industry
The twelfth annual report of what used to be known as the EY Global Hedge Fund Survey has been re-christened…
State of the Industry, Risk Management, Private Equity, Hedge Funds
On Nov. 13, the 24th Annual National Pension and Institutional Investment Summit convenes in Dallas Texas.…
Asset Allocation, Hedge Funds, Manager Selection, Risk Management, State of the Industry
A new white paper from New York Life looks at the role of alternatives in portfolio construction and argues…
Asset Allocation, Hedge Funds, Private Equity, Risk Management, State of the Industry
It will be 50 years ago next year (1969) that Hans R. Stoll came out with “The Relationship between Put and…
Asset Allocation, Risk Management, State of the Industry
By Amit Soni, Portfolio Manager, Strategic Asset Allocation, New York Life Investments
Lofty valuations in…
State of the Industry, Risk Management, Manager Selection, Asset Allocation