In this issue of The Journal of Computational Finance, we encounter different contemporary approximations and techniques for financial problems.
More Investment articles
By introducing the set-valued scenario, this paper proposes a unified robust portfolio selection approach under downside risk measures.
Investors see opportunities as utilities divest underperforming assets
Bonnefous defends investment in commodities amid market turbulence
Rich pickings are available but market fundamentals differ from Europe and the US
Volume 8, Issue 2 (2014)
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...
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.