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
Banks hope auto-hedging algorithms will cut costs, boost volumes
Debt has jumped fifty-fold at Eskom as it races to build new power stations
We consider the class of risk measures associated with optimized certainty equivalents. This class includes several popular examples, such as conditional value-at-risk (CVaR) and monotone mean-variance....
Capital allocation principles are used in various contexts in which the risk capital or the cost of an aggregate position has to be allocated between its constituent parts. We study capital allocation...
Sign up for Risk.net email alerts
Nominated for two technology awards
Nominated for post trade technology award
Sponsored webinar: Collateral and counterparty tracking
Isda directors warn on fragmentation, access and liquidity - but expect problems to pass
There are no comments submitted yet. Do you have an interesting opinion? Then be the first to post a comment.