Risk Staff
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Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Amaranth losses puts risk management in the spotlight
As well as spooking players in the natural gas markets, the $6 billion losses of multi-strategy hedge fund Amaranth have put the issue of risk management, and particularly capital-at-risk, under closer scrutiny than ever