GAM portfolio construction offers alternative to backward-looking methods
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
More Risk premium articles
This paper quantifies and explains the valuation differences between credit default swaps (CDSs) and corporate bonds from a sample of European investment-grade firms. Based on all information gained through...
The predictability of the equity risk premium is a central and controversial issue in finance. The risk premium factor model is a recent and novel approach to forecasting the equity risk premium and the...
Qantas Airways’ head of risk believes the company could take more risks within its hedging programme
Standard & Poor's has launched four indexes to measure risk premiums, which have gained a lot of interest from product providers.
Philippe Jorion University of California at Irvine Like the previous issue, this issue of The Journal of Risk reflects current developments in credit risk, with three papers on credit risk. The fourth...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.