Volume 8, Issue 2 (2014)
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
More Investment articles
Private bank CIO puts risk at the heart of bank's investment process
Commodity investors may have had a bad year, but putting money into commodities of finite supply continues to makes sense
The 14th European Single Manager Awards recognise the best performance of managers and funds based in Europe. The judging process takes into account qualitative and quantitative criteria
Global Advisors co-founder believes short-term woes will give way to long-term rally
Risk function has part to play in driving market value
Investment advisers accused of lack of preparation in face of Sandy
A common criticism of risk models is that they have a tendency to underestimate the risk associated with optimized portfolios. Quantitative portfolio managers have historically used a variety of ad hoc...
Dynamic option-based investment strategies are derived and discussed for investors exhibiting downside loss aversion. The problem is solved in closed form when the stock market is characterized by stochastic...
Sovereign wealth fund names Dong-ik Lee as CIO for three-year tenure
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.