Risk.net

Investors, whether banks, asset managers, hedge funds or pension funds, operate a dizzying array of mandates and strategies, but there are many commonalities when it comes to identifying and managing risk in their portfolios. Risk.net keeps investors up to date with the latest approaches and developments in managing portfolio risk – from tackling liquidity risk to measuring exposures, to macro, political and climate risk, as well as showcasing innovative new quant models, strategies and software systems.

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Social networks and markets

Lasse Padersen from AQR and Copenhagen Business School delivered a keynote speech at the investing day of Risk Live on social networks and markets. Padersen discussed how social networks have influenced equity trading since the 17th century, the most…

Rough volatility models

Join Jim Gatheral, presidential professor of mathematics at Baruch College, City University of New York, and Mathieu Rosenbaum, professor at École Polytechnique, as they discuss how rough volatility models could make the market more efficient.

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