Much of the latest research and opinion on contemporary investment strategies is not currently accessible to a wider audience – particularly papers originating from the industry – simply because there is no reliable outlet for them... until now.
The Journal of Investment Strategies meets the thirst for fresh views on this crucial discipline and equips the global investment community with a practical, cutting-edge journal dedicated to the research and investigation of modern investment strategies – those breaking new ground on the "classical" Markowitz approaches in both its subject and methodologies.
This new Risk Journal puts you at the forefront of modern investment strategies.
Topics: Risk management
More on Risk Management
Welcome to The Journal of Credit Risk's Online First Forum. Here you will find the latest peer reviewed, accepted papers before they are available in print. With Online First publication, users can...
ABSTRACT This paper shows that traditional measures of bond systematic risk based on unadjusted past returns have very large downward biases. After we develop an improved method for calculating the market...
ABSTRACT This paper studies the approximation of extreme quantiles of random sums of heavy-tailed random variables, or, more specifically, subexponential random variables. A key application of this approximation...
ABSTRACT Because publicly available measures of deposit runoff risk are scarce, regulators' models to measure interest rate risk in the banking book are based on very coarse assumptions about the allocation...
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