Sponsored survey: Deutsche Asset & Wealth Management
Firms consider risk sharing arrangements and changes to product mix
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More Diversification articles
The quantification of diversification benefit plays a critical role in quantitative risk models, especially within the context of regulatory and economic capital. However, the complexity of today's risk...
Carbon dioxide emissions represent a new traded asset that, in addition to reducing carbon dioxide emissions through cap-and-trade initiatives, can offer financial risk diversification benefits. In this...
Nobel prize winner Harry Markowitz says alternative investments may not deliver the diversification benefits sought by investors
Modeling dependence among operational loss frequencies is a natural way of trying to capture possible relationships between losses that have occurred simultaneously but that are categorized differently...
12th Annual European Fund of Hedge Funds Awards 2013
A well-diversified portfolio could be better for controlling risk than volatility investments, according to members of the family office industry.
Emphasise the positive
The DGAM Unique Strategies, named best specialist fund of hedge funds over three years at the Americas Awards 2013, seeks real diversification in complex and unusual hedge fund strategies
Par for the course
Rethinking risk and return
US pension funds are attracted by the low correlation to mainstream asset classes offered by 36 South's flagship fund, says its CIO. He says European funds should not ignore the US market
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
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.