Careful analysis of company prospects drive investments in portfolio
Equity long/short strategies are the bread and butter for the asset manager
CQS leads way in pushing for higher standards for hedge fund industry
More Asset management articles
Portfolio construction and systematic trading with factor entropy pooling
Sponsored feature: Northern Trust
Failures observed in valuation governance, documentation and models
Efficient committee structure central to investment strategy, Friends Life CIO tells conference
Unwinding in-the-money swaps to release cash for investments and collateral management
Latest EY risk management survey finds risk culture questions remain
We present a model for property-liability insurance companies based on asset liability management. We show for multivariate normal distributed assets and claims that the required risk capital can be minimized...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.