Asset management

A dynamic model for leveraged funds

Guido Giese derives a model for the performance and Sharpe ratio of leveraged and inverse index funds that follow a dynamic leveraged trading strategy, that is, they are rebalanced on a daily basis to ensure a constant degree of leverage with respect to…

Risk institutional investor rankings 2010

The resurgence of market volatility and growing regulatory uncertainty have made the past 12 months challenging for investors. In this difficult environment, respondents to Risk’s institutional investor survey voted JP Morgan the top provider of…

Interview: Crescent Petroleum's Majid Jafar

Iraq is being hailed as a major new source of oil supply in the coming years but Crescent Petroleum Group’s Majid Jafar tells Lianna Brinded how the Iraqi government’s heavy involvement in energy companies is holding back progression