The latest
Uncategorised posts

The evolution of risk

Chief investment officer of Windham Capital Management and researcher extraordinaire, Mark Kritzman, is using his proprietary turbulence and systemic risk indicators to calculate the internal systemic risk of total institutional portfolios. He says this analysis can deliver a powerful precursor to portfolio volatility in the future.
Uncategorised posts

What price liquidity?

Two interwoven areas of investment management – liquidity and risk management – have become a boon for academics in the wake of the financial crisis and the liquidity black holes that apparently formed within endowment and pension funds. It may seem to be an overabundance of research, but it’s in line with demand.
Investor Profile

WSIB eschews administrivia for risk deep-dives

This summer the Washington State Investment Board will conduct two “deep dives” using its new risk tools to examine the portfolio exposure to US debt, and the impact of turmoil among the European Union. Executive director, Theresa Whitmarsh, discusses the board planning session, which will also include a review of the fund’s resource constraints.
<166of255>