Portfolio management
Analytical risk contributions for non-linear portfolios
Analytical risk contributions for non-linear portfolios
Market-consistent equity risk premiums
Market-consistent equity risk premiums
Video: What is the future for actively managed ETFs?
"What is the future for actively managed ETFs?" is the fifth question in a series of videos from Structured Products magazine that address the development of the market for exchange-traded funds
A new breed of copulas for risk and portfolio management
A new breed of copulas for risk and portfolio management
CPM functions go back to basics
Old-school value
FSA considers increased regulation for exchange-traded products
The UK's financial regulator is considering strengthening its regulation of all kinds of exchange-traded products because of their increasing complexity
Aviva announces new global aggregate portfolio head
Aviva announces new global aggregate portfolio head
BlackRock loses Marais
BlackRock loses Marais
Shortfall factor contributions
Shortfall factor contributions
Understanding variations in the risk of multi-strategy portfolios
Investors spend a great deal of time and effort setting a thoughtful risk budget for their portfolio,only to see all too frequently that the targeted risk will be missed by a wide margin when theinvestment process gets started. In this article, Gang…
Analytical approach to credit risk modelling
Cutting edge: Economic capital
Style-based value-at-risk for UK equities
Risk measures
Core satellite investing: harmony through separation
Asset allocation
Integrating correlations
Credit risk