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Research

EDHEC study looks at risks in commodity markets

A number of policy-makers have blamed the decade-long rise in commodity prices and recent market volatility on the growing influence of financial investors and called for new regulation restricting their participation in commodity markets. Market financialisation has also led investors to worry about higher integration between commodity and traditional financial markets weakening the portfolio benefits […]
STAFF WRITEROctober 26, 2011
Asset Classes

MSCI improves factor risk modelling for equities

The most recent Barra US Equity Model, USE4, contains some important innovations in factor risk modelling, including the introduction of country risk factors, volatility regime adjustments, and eigenfactor risk adjustments. Amanda White spoke to executive director and head of equity factor model research at MSCI, Jose Menchero, about what that means.
Amanda WhiteSeptember 28, 2011
Uncategorised posts

Bespoke is the new black of risk management

Risk management is the new black – never out of fashion and always reliable. Russell Investments’ director of investment strategy, Canada, Bruce Curwood, explains why risk management is the cornerstone of investing and why now is the perfect time to talk to fiduciaries about their governance structures.
Amanda WhiteJuly 20, 2011
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.
Amanda WhiteJuly 6, 2011
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