Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Let there be light
Philip Gibbs, manager of Jupiter Hyde Park, sees little upside in investment banks or insurance companies, but continues to take long positions in hedge fund companies
Structured ratings
In the second part of Hedge Fund Review's look at the newest way to raise capital, Moody's explains its ratings process for collateralised fund obligations
Too good to be true
Although around $1bn has been lost to fraudulent hedge fund managers, due diligence can play a large part in sorting out the bad apples
Sector-specific managers take place in GFA portfolio
the global sector fund will be managed by piotr poloniecki
Optimism is clear in spite of war threat
The crisis in the Middle East is creating a bull market for oil, energy and gold
1,000 hedge funds set to close in the near future
short-term outlook is bleak for hedge funds, says manager
Long/short funds lose previous gains
Debt managers are still providing strong returns
Guaranteed launches set to increase in coming months
demand for hedge fund is slowing, says morningstar
There may be trouble ahead
The Harmonic Grid is forecasting an unsettled outlook for the global economy
Eubank punches for Risk Waters Group's World Trade Center fund
Fancy a pair of boxing gloves signed by former world middleweight champion Chris Eubank? Then put in your bid with a call to Drew Stephens, chief operating officer atSpectron Group, the London energy broker, on 44 207 074 0799.
Economic capital: towards an integrated risk framework
Performance and bonuses are increasingly being assessed on profits after a charge for economic capital allocations. This has increased line managers’ interest in economic capital. As a result, risk managers must ensure that economic capital allocations…
Factoring in stock options
In the wake of recent corporate scandals, support has spread rapidly for including the cost of employee stock options as an expense item in corporate income statements. David Rowe argues that while some reform is appropriate, present trends could end up…
Interest rate derivatives house of the year
Asia Risk Awards 2002