Welcome to the fourth issue of The Journal of Investment Strategies. This issue completes the first volume and the first year of our publication. We on the editorial board are proud of this achievement...
Nobel prize-winner defends his work on portfolio theory, which critics claim has been discredited by the crisis
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Optimisation articles
End-users’ energy and commodities hedging strategies are growing in sophistication as they adopt more complex products and non-traditional tools, says the head of RWE npower’s optimisation desk
Bernard Madoff was sentenced to 150 years in prison in the Manhattan federal court yesterday.
Optimal Investment Services, the Switzerland-based asset management arm of Banco Santander, has agreed to pay $235 million to the trustee responsible for liquidating Bernard Madoff's investment management firm, Bernard Madoff Investment Securities (BMIS)....
European investment funds are preparing to face tighter regulation in the wake of the Madoff scandal.
Spain's Santander is compensating individual investors for Madoff losses
Most pricing models assume an asset behaviour and calibrate its parameters to fit the market. Weighted Monte Carlo is able to calibrate the market without making specific assumptions about the asset behaviour. When only vanilla products are considered,...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
Updating your subscription status
Risk iPad and iPhone Apps