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...
Welcome to the first issue of the ninth volume of The Journal of Operational Risk. The spring and summer seasons bring a number of important operational risk conferences, among them OpRisk USA and OpRisk...
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...
Risk would like to invite you to join us on 14 April 2014 at 10am EST / 3pm GMT for our next FREE webinar. Joining the panel discussion will be: Moderator: Duncan Wood, Editor, RISK. Athanassios Diplas, Senior Advisor, ISDA. Barry Hadingham, Head of Derivatives and Counterparty Risk, AVIVA INVESTORS. Neil Murphy, Director, Collateral Product Management, IBM RISK ANALYTICS. Click to register.
More Diversification articles
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 with respect to the business line or the event type....
We introduce three new families of reward-risk ratios, study their properties and compare them with existing examples. All ratios in the three families are monotonic and quasiconcave, which means that they prefer more to less and encourage diversification....
Headstart Fund of Funds managed by Headstart Advisers has coped through different and challenging market environments. It now hopes to grow assets through a more diverse client base
A well-diversified portfolio could be better for controlling risk than volatility investments, according to members of the family office industry.
Hedge funds should market themselves as having both alpha-generating potential as well as a better risk profile than equities or bonds while being uncorrelated to both
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
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.
Topics of interest
Hong Kong, 1st - 31st Dec 2014
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