Opinioni assolutamente flessibili: tra teoria e pratica

Approfondimenti Investment Management

L'analisi di scenario consente agli operatori di esplorare le implicazioni per un dato portafoglio di un set di opinioni soggettive (views) sulle realizzazioni future di variabili di mercato (cfr., per esempio, Mina e Xiao, 2001). L'approccio pionieristico di Black e Litterman (1990) generalizza l'analisi di scenario aggiungendo l'incertezza sulle opinioni e sul modello di rischio di riferimento. Ulteriori generalizzazioni sono state proposte negli anni recenti da Qian e Gorman (2001), che

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Chartis RiskTech100® 2024

The latest iteration of the Chartis RiskTech100®, a comprehensive independent study of the world’s major players in risk and compliance technology, is acknowledged as the go-to for clear, accurate analysis of the risk technology marketplace. With its…

T+1: complacency before the storm?

This paper, created by WatersTechnology in association with Gresham Technologies, outlines what the move to T+1 (next-day settlement) of broker/dealer-executed trades in the US and Canadian markets means for buy-side and sell-side firms

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