Active portfolio management
UK fund managers almost always outperform benchmarks, S&P
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Active portfolio management articles
While many moan about the EU’s AIFMD and other rules, one fund of hedge funds leader is optimistic the regulations will stimulate activity in Europe and bring assets back to the industry
12th Annual European Fund of Hedge Funds Awards 2013
Seeing the bigger picture
Impact-adjusted valuation and the criticality of leverage
Index providers and fund managers who have tended to focus on performance are seeing demand from investors for strategy indexes that focus on risk
Analytical risk contributions for non-linear portfolios
"What is the future for actively managed ETFs?" is the fifth question in a series of videos from Structured Products magazine that address the development of the market for exchange-traded funds
A new breed of copulas for risk and portfolio management
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.