Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
A dangerous precedent
European power market participants are up in arms over a draft law in Germany which, if passed, could devastate liquidity both in Germany and beyond by allowing the German Cartel Office to force some suppliers to price their power on a cost basis. Oliver…
Regulators Comment
South Africa
South Africa - Looking to new heights
Inflation
In for the duration
Liability-driven investment
South Africa - Who's dropping the carry trade?
Foreign Exchange
A liability defined
Pension indexes
South Africa - Giving clarity
Hedge funds
Defending pensions
Profile
Pensions & life insurance
Introduction
CS indicative market data
Data by Credit Suisse
Citigroup's Guide to Structured Product Terminology
Corporate statement Citigroup
High-quality structured products
Corporate statement DZ Bank
The Guarded State
New Jersey's pension fund, under the direction of Orin Kramer, is implementing a relatively modest allocation to hedge funds, yet even that was too much for some trustees in a fund that had never used an outside manager before, as Phyllis Feinberg reports
Lovely weather for it, what?
family office luncheon buffet snack
The view from the top
asset allocation
Swings and roundabouts...
Investment trust shareholders may once have been told to take the good of liquidity with the bad of wide discounts to net asset value. London arbitrageur Carrousel Capital takes a different view as its chief executive Bruno Sanglé-Ferrière explains...
Does one size really fit all?
academic paper
Keeping it in the family
Fohfs and family offices
Four of the best...
traders' corner
Independent thinker
It took Tim Haywood quite some time to buy Julius Baer Investments free from the Julius Baer parent group. Now, at the group renamed Augustus Asset Managers Limted, he is casting his eye forward, he tells David Walker over a cuppa