Technical paper/Portfolio management

• Risk management

A new breed of copulas for risk and portfolio management

A new breed of copulas for risk and portfolio management

• 06 Sep 2011

• Structured products

Shortfall factor contributions

Shortfall factor contributions

• 23 Sep 2010

• Risk management

Understanding variations in the risk of multi-strategy portfolios

Investors spend a great deal of time and effort setting a thoughtful risk budget for their portfolio,only to see all too frequently that the targeted risk will be missed by a wide margin when theinvestment process gets started. In this article, Gang…

• 01 Feb 2005

• Infrastructure

Style-based value-at-risk for UK equities

Risk measures

• 01 Dec 2001

• Infrastructure

Core satellite investing: harmony through separation

Asset allocation

• 01 Sep 2001

• Infrastructure

Integrating correlations

Credit risk

• 01 Jul 1999