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
We consider portfolio management strategies where the investment style switches based on the value of a crisis indicator. A variety of strategies are considered in historical backtests on different data...
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.
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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.