Sort content by
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
Uncategorised posts

Investors focus on hedge fund correlations: survey

Accessing non-correlated strategies has emerged as the top institutional aim in hedge fund investing, according to a survey by SEI Knowledge Partnership and Greenwich Associates, reflecting a shift in objectives since the 2009 survey, when institutions reported diversification and absolute return as priorities.
Amanda WhiteJanuary 25, 2011
<9of11>