Asia Risk
India - Capital-protected investments - Playing it safe
Special Report
Appointment at Allen & Overy
People
ISDA AGM - Enlightenment in the Lion City
Special Report
Correction
News
Appointment at Citigroup
People
ISDA AGM - Isda AGM highlights - A meeting of minds
Special Report
Breaking the fall
Cover story: CMS spreads
Seeking high standards
Accounting
India - Personalities - Passages from india
Special Report
Beyond Black-Litterman: views on non-normal markets
In normally distributed markets, the Black-Litterman technique allows managers to construct portfolios that account for their views on a set of expected returns. Attilio Meucci extends the technique to generic market distributions and shows an…
ISDA AGM - Michael Rees speech - Learning from crises
Special Report
Editor's letter
Comment
Lessons learned
Operational risk
India - Profile: Fimmda - The go-between
Special Report