Historical composite data unreliable for extrapolating returns
Sponsored Q&A: Amundi Alternative Investments
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Absolute return articles
Hedge funds are under pressure to differentiate and explain their worth concludes a survey by SEI. Managers need to work with investors to find portfolio solutions rather than offer products
db-X trackers and SCM have partnered to list an actively managed exchange-traded fund that provides exposure to a selection of Deutsche Bank ETFs and ETCs
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.