Barry Schachter, research associate with the EDHEC Risk and Asset Management Research Centre and director, quantitative resources, Moore Capital Management believes the current crisis is a catalyst for change in the conduct of risk management because it has challenged the efficacy of the existing risk management model, but simply imposing regulation is not the change
In this month’s Financial Analysts Journal, Tyler Cowen professor of economics at George Mason University, Virginia makes sense of the current financial crisis by drawing on some of Fischer Black’s ideas.
In this article, Ed Peters, co-director of global macro at First Quadrant, Ed Peters, examines what markets, or betas, are essential to fully diversitfy a global portfolio, while still achieving long-term goals; and how breadth is often confused with diversification.
While liability-driven investing (LDI) has been gaining in popularity for several years among mainly defined benefit pension plans, the strategy and products are about to get an upgrade in sophistication, according to Russell Investments.
We first published this document in November 2005 during a period of healthy markets and around the peak of the US housing bubble. The main conclusion from the note was that we had just been through an unparalleled period of returns in all asset classes.
America’s 100 largest corporate pension funds haemorrhaged US$95 billion in November alone, the highest monthly losses of 2008, after interest rate cuts and asset losses owing to global financial turmoil.
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