Bayesian probabilities have been put to use in a diverse range of applications. Traders have used them to attempt to predict the rise and fall of the stock market; California-based internet giant Google...
Black and Litterman recommend that portfolio optimization start with a reference portfolio (eg, a performance benchmark) and inferring the returns forecast that makes this portfolio optimal. Personal views...
The problem of universal sequential investment in stock markets is considered. We construct an algorithmic trading strategy that is asymptotically at least as good as any trading strategy that is not excessively...
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.
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Arthur M. Berd BERD LLC Welcome to the winter 2012/13 issue of The Journal of Investment Strategies. This issue opens the second volume and the second year of our publication. This milestone comes at a time when we are seeing a steady increase in the...
Vanguard’s chief investment officer, Jeff Molitor, reflects on what was forecast for 2011 and how these predictions compared to actual global political and financial events, and suggests how investors can learn from the past year
Geopolitical tension is propping up the oil market, even as a shaky global economy threatens to sap demand. Analysts offer Alexander Osipovich their views on oil prices in 2012
Oil prices are expected to remain well supported into next year, according to an Energy Risk survey of analysts, which would provide a good opportunity for consumers to begin to hedge their forward oil exposure but make producer hedging look less attractive....
Hank Prybylski of Ernst & Young LLP discusses how firms are effectively dealing with risk management during a time of intense focus on financial regulatory reform.
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.
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