Dynamic factor modeling reveals hidden risks

Risk management must be folded into investment decision-making process

sine wave

Portfolio and risk managers tend to agree that investment returns are the rewards for taking justified risk, but they often differ in their definitions of that risk and the best ways to measure it. The vocabulary of contemporary risk management is often foreign to the language spoken by most fundamental investors. While portfolio managers may care deeply about peer-group multiples and enterprise value/ earnings before interest, taxes, depreciation and amortisation, risk managers are waxing about

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