These posts are related to the topic of this conference

Risk 2.0: EVT Predicted Downside Risk of 2007

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...equity market risk can be modelled successfully using Extreme Value Theory and Expected Shortfall.

Quantitative vs. Fundamental

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How different are the style exposures and portfolio characteristics of quantitative and fundamental managers?

Currency Risk – Take It Or Leave It

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Online debate explores active versus passive approaches.

Social Security Un-American

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"Never in the history of the world has any measure been brought here so insidiously designed as to prevent business recovery..."

Norway Snaps Up Greek, Spanish Bonds

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European stress tests last month eased speculation that fiscal distress in Greece, Spain and Portugal may spread and prolong market turmoil.

China Overtakes Japan

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Japan’s nominal gross domestic product for the second quarter totaled $1.288 trillion, less than China’s $1.337 trillion.

Come On Feel the Noise

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Matt Rothman, describes yawing volatility, noting that all stocks seem to move at something close to the same rate – 70% of the time.

Risk 2.0: A Revisionist Take on 1929

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In this week’s installment, we travel back in time to see what our risk technology, based on EVT and Expected Shortfall (ES), would have told a US equity investor in the run-up to the 1929 Crash.

Face It: U.S. Is Bankrupt

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Neither spending more nor taxing less will help the country pay its bills.

Trying to Call a Recession

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Who could have known what countries were in trouble betwixt the cup of the Great Moderation and the sip of the Great Recession?

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