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Risk Management

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Displaying 436 - 450 of 470
A Metaphorical Map that Proposes an Unbound Barbell
Okay, the metaphors trip over themselves somewhat in this report. Road maps, barbells, a bucket, and one…
Risk Management, Hedge Funds, Asset Allocation, Access to Alternatives
Debates Over Bayesianism Take Cartoon Form
Has the sun just gone nova? If we’re unsure, should we contact a Bayesian or a frequentist? (Or a…
Risk Management
Financing For Knights in Shining, or in Sooty, Armor
What will the market for acquisition financing look like in another five years? I submit (as a best guess)…
Risk Management, Private Equity, Access to Alternatives
Explaining Why the Portfolio-Barbell Works
One classic (liability-driven) portfolio strategy, known for obvious reasons as the “barbell,” entails a lot…
State of the Industry, Risk Management, Asset Allocation
The Quant Conundrum: Perfectly Repeatable or Repeatedly Imperfect?
By Diane Harrison The ongoing debate between friends and foes of quantitative strategies centers on which…
Risk Management, Hedge Funds, Asset Allocation
If You’re So Smart, Why Aren’t You Rich?
The title of this entry is a cliché, one either used or attributed to the wealthy uneducated at the expense…
State of the Industry, Risk Management
Low-Vol Anomaly Provokes Reflections on an Old Adage
The “low-volatility anomaly” looms rather large in CAPM literature. A new paper suggests that it has a lot to…
Risk Management, Hedge Funds
Longevity Risk: Wary of Your 2015, and of Somebody Else’s Life Span?
Here’s a holiday season toast to our readers: may you live long enough to make life more difficult for an…
State of the Industry, Risk Management, ESG, Asset Allocation
The Best Offense is a Good Defense: Profiting from Hedging
This time of year one often encounters certain football-fans’ truisms. Sometimes one is told “the best…
Risk Management, Manager Selection, Asset Allocation
Wars and Failed Mergers Make for a Tricky October
The data provider and analyst Eurekahedge, in its latest report, says that hedge funds posted negative…
Risk Management, Manager Selection, Asset Allocation
Central Clearing and the Bank of England
A new Financial Stability Paper from the Bank of England offers some re-assurance about the adequacy of the ‘…
Risk Management
Hedge vs. Mutual Funds and the 'Timing of Information Acquisition'
A recent paper by Nathan Swen, of the McCombs School of Business, University of Texas, compares the “timing…
State of the Industry, Risk Management, Asset Allocation
A Merchant/Academic’s Thoughts about Customizing Risk Models
When does it make sense for an asset manager to customize its risk model? And why? There are, after all, a…
Risk Management
Burr XII, Extreme Value, and a Fantasy
“They used a Burr XII extreme value distribution?” “Yeah, that’s what I’ve heard.” “What the heck is that?” “…
State of the Industry, Risk Management, Asset Allocation
Custodians Helping Customers with Securities as Collateral
Sometimes the early material in a report is so boring that even us dedicated expositors can do nothing better…
Risk Management, Infrastructure