Diversification
The role of diversification risk in financial bubbles
We present an extension of the Johansen-Ledoit-Sornette (JLS) model that includes an additional pricing factor called the "Zipf factor", which describes the diversification risk of the stock market portfolio....
Sandrine Tobelem-Foldvari and Pauline Barrieu present a non-linear methodology that combines different asset return models in order to define the preferable portfolio allocation when the investor is averse...
It looks like low interest rates are here to stay for some time. Insurance companies need to work out how to place their money and how to diversify, because there is little yield to be had at the front...
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
More Diversification articles
Market unrest prompts caution over commodities as diversifying asset...
Life insurers and pension funds have been using commodities as a portfolio diversifier for years. Blake Evans-Pritchard reports on how the asset class is evolving
RBS launches multi-asset Maze note
Note links to equities, bonds, precious metals and commodities and aims to perform in a range of market conditions
Study says funds of hedge funds see limited diversification benefits
Fund of hedge funds (FoHF) portfolios with more than 25 underlying managers have weaker performance and increased tail risk, according to research from New York University's Stern School of Business
Increased correlation with equities poses dividend dilemma
Dividend structures such as reverse convertibles and autocallables have seen demand take a big hit amid the decline in equity markets. With fewer of these products being sold, long dividend exposure is now well below the risk appetite of most banks. Magda...
Stoxx climbs onto emerging markets bandwagon
Stoxx has launched its first optimised country emerging markets index series, with a focus on liquidity and diversification
Citi indexes offer low-cost forex exposure
Citi has launched its CitiFX Beta Indexes series, allowing investors to access foreign exchange as an asset class.
Eurostoxx 50 investors 'unintentionally making a bet on financials...
Tobam's analysis of financial markets diversification suggests that eurozone indexes might not be as diversified as investors believe
How can investment banks use grid technology?
Learn how technology is enhancing risk management
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
Related conferences
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What’s next for fixed-income ETFs and structured products?
UK, 3rd Jul 2013
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Quant Congress USA
USA, 17th - 19th Jul 2013
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Liquidity and Funding Risk
UK, 24th - 25th Sep 2013
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The OTC Derivatives Markets Conference
UK, 26th Sep 2013
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Risk USA
USA, 21st - 24th Oct 2013
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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
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The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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