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Structured products

Customer is king

For Ramon Koss picking a good hedge fund for a client can only come after the client fully understands the product

Omega portfolio construction

The omega risk-adjusted performance measure with Johnson distributions accountscomprehensively and non-discretionarily for the first potentially persistent moments includingskewness and kurtosis. The Johnson-omega ratio thus overcomes the shortcomings of…

An energetic debate

Enterprise-wide risk measurement and management, regulatory issues and pricing and hedging strategies were the hot topics this year at Energy Risk Europe in Amsterdam. James Ockenden and Joe Marsh report

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