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Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Carbon registry link-up to boost trading volumes
The long-awaited link up of the European Union's emissions trading scheme with the Kyoto Protocol's carbon credit registry could take emissions trading to a new level, finds Katie Holliday
Dry bulk freight rates on a sinking ship
A combination of the credit squeeze and dwindling demand for raw materials has seen dry bulk freight rates slump to levels not seen since 2002. Peter Norfolk at SSY charts the fall
Bagging a bargain
The global oil sector is likely to emerge from the credit crisis with a more concentrated pool of players, but power will increasingly revolve around China and India as they tap the markets for cheap assets, finds Catherine Lacoursière
Overview and static valuation
John Breslin, Les Clewlow, Tobias Elbert, Calvin Kwok and Chris Strickland illustrate how the four most common valuation methodologies can be used to optimise gas storage and trading
Political power
Eight years after market liberalisation, Italyis launching physical electricity forwardsand financial futures, but barriers to afreely-traded transparent power marketremain. Roderick Bruce reports
What’s our policy?
Today’s volatile and unpredictablemarket conditions make itincreasingly important to designan overarching risk managementpolicy upon which a riskmanagement programme can bedefined and built. David Perez ofEnite offers some guidelines
How low can it go?
Oil prices have lost almost half their value since thesummer as the turmoil in the global financial marketsrages on, causing many analysts to revise down theirforecasts. Pauline McCallion finds out what they areexpecting for next year and beyond
Shale shake-up
With high natural gas prices, volatility and fewer financingoptions, shale gas developers are de-risking through jointventures and more aggressive hedging programmes. CatherineLacoursière reports
Where next for oil prices?
Despite recent steep losses, oil remains in a long-term uptrend, although this is under serious pressure. A technical analysis suggests risk remains greatest to the downside, writes David Linton of Updata
Melchior European Fund -- November 2008
Good management skills have made a big difference to Melchior European Fund. Dalton Strategic Partnership (DSP) launched the Melchior European Fund on October 2, 2006. The fund is a pan-European long/short all-cap equity fund. It aims to achieve…
Sourcecap Primary Research Fund -- September 2008
Sourcecap International, established in 2006, is a multi-product platform of absolute return strategies.
DSAM Kauthar Natural Resources Fund
The DSAM Kauthor Natural Resources Fund, the third fund operating on the Al Safi platform, offers investors exposure to the natural resources sector. The fund invests exclusively in units of the Zweig-DiMenna Natural Resources Fund, a subtrust of the Al…
Trafalgar Capital Specialized Investment Fund
DTrafalgar Capital Specialized Investment Fund-FIS is a European-based alternative investment fund focusing on privately-negotiated funding transactions for small and mid-cap publicly traded companies in Europe and overseas.
Van Eck Hard Assets Hedge Strategy -- November 2008
Launched in 1996, Van Eck’s Hard Assets hedge strategy focuses on energy, metals and mining, paper and forest products, agriculture and other hard asset sectors. The portfolio employs a long/short strategy, using fundamental research to capitalise on mis…
DSAM Kauthar Gold Fund -- November 2008
The DSAM Kauthar Gold Fund is the first Shariah compliant hedge fund of its kind and the first in a family of commodity-linked funds offered by DSAM
Sokol Russian Equity Opportunity Fund -- October 2008
Despite the recent upheavals on the Russian markets, ParusKreml Capital, a Russian- German company owned by funds managers and German private bank MM Warburg & Co, manages the Russian based Sokol Russian Equity Opportunity Fund.
Ramius -- October 2008
Ramius is a privately owned global alternative investment company with over 14 years experience and around $11 billion in assets. The company has a highly evolved platform for the institutional and private investor that includes three alternative…
RAB Gold Fund -- October 2008
In times of monetary uncertainty, the world turns to the only reserve currency it believes holds value, gold. So it is no surprise RAB Capital has set up the RAB Gold Fund. While the timing is advantageous, the group has always believed there is value in…
QM Multi-strategy Fund -- October 2008
QuantMetrics is a London-based quantitative investment manager founded in 2003. The company was established by Mushtaq Shah and James Fowler who have worked as a team for over 11 years in quantitative investment management.
Peconic Partners -- November 2008
Naming a company after a Native American tribe may seem to some a bit eccentric, but to William ‘Bill’ Harnisch, chief investment strategist at Peconic Partners, it seemed the perfect solution. The name, he says comes from a tribe resident in east Long…