All risk management articles – Page 11
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Special ReportGetting a grip
The financial crisis has uncovered the shortcomings of traditional asset-class and market diversification. Martin Steward asks whether there is a better way
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Special Report
Identify the true risks
Mean-variance optimisation’s static focus at the asset class level should be augmented with a dynamic management of risk factors, argues Crispin Lace
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Special Report
Sting in the tail
Extreme Value Theory and stress testing, in combination with factor-based risk models, can help investors around the shortcomings of VaR, says Jennifer Bender
