Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Softly, softly in the western US
Wary Californian power traders have reverted to tried-and-tested trading strategies. But, asks Catherine Lacoursière, will the new, apparently stable market hold up to another long hot summer?
What’s the worst that could happen?
Brett Humphreys discusses how using a standard credit value-at-risk measure may be misleading for credit risk decisions
Getting technical with crude
Energy market specialist GlobalView Software takes a look at a range of technical trading indicators and what they reveal about the world oil market
Success strategies
Since launching two strategy funds in 1999, ORN Capital has gone from strength to strength and is following up this success up with the launch of a European distressed debt strategy next month
Benefiting from the ups and downs
Long-only managers take advantage of the added market volatility caused by hedge funds
Fund of funds offer wide scope
Examining the tax and regulatory differences compared to single manager portfolios
Specialist managers see more shorting activity
Accounting anomalies and heavy debt mean shorting is on a roll
Working in Harmony
Time is a crucial factor in trading and the Harmonic Grid can assist in this
Asia remains the driving force behind the market
Emerging markets still favour Asia, with Latin America underperforming
Scottish Mutual positions to attract more retail investors
another UK life firm makes a hedge link up for with profits
Risk Committee meets to raise reporting standards
Managers, insurers and institutional investors reach a consesus agreement on information requirements
US scandals could spark exodus
US scandals may force investors to seek relative safety of european hedge funds