Active portfolio management
GAM takes a holistic approach to portfolio management, leveraging a system developed over 20 years and favouring smaller, more nimble hedge fund managers who react quickly to changing environments
Ron Mock, head of alternative investing at Ontario Teachers’ Pension Plan, takes over as CEO in 2014. His own hedge fund background and an emphasis on risk/return has already brought positive results...
Unlike returns and most other metrics in use in financial services, portfolio risk is not the sum of the risks of its parts. What is needed is a clear and compact system to show how risk behaves
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Active portfolio management articles
AdvisorShares may be small, but it has an outsize footprint in the tiny yet growing active exchange-traded funds market. Yakob Peterseil talks to Noah Hamman, founder and chief executive, about bringing active management to ETFs
Marking whole positions to the current clearing price as in mark-to-market accounting ignores the effect that liquidating a position can have. Such valuations overstate the cash that will be received and underestimate a position’s leverage. Simple parametric...
Liquidity remains a key risk factor in many portfolios, but quantifying it remains an open question. Here, David Cosandey offers a new macroeconomic approach to quantifying liquidity risk based upon trading volume, and incorporates it into VAR, testing...
Index providers and fund managers who have tended to focus on performance are seeing demand from investors for strategy indexes that focus on risk
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
USA, 9th Dec 2013
USA, 10th Dec 2013
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
Updating your subscription status
Risk iPad and iPhone Apps