Risk factors
Crossover bonds biggest risk for large hedge funds
eVestment analysis shows exposure to top 10 risk factors
Why multi-asset investing calls for 3G factor models
Factor models can be helpful in identifying unseen risks in investor portfolios
Comparative analysis of credit risk models for loan portfolios
In this paper, the authors compare credit risk models that are used for loan portfolios, both from a theoretical perspective and via simulation studies.
'Dangerous spike' in value minus growth
Volatility clustering and trend reversals not seen since 2006
