BY Caroline Cakebread | August 16, 2010
Japan’s nominal gross domestic product for the second quarter totaled $1.288 trillion, less than China’s $1.337 trillion.
BY Scot Blythe | August 16, 2010
Matt Rothman, describes yawing volatility, noting that all stocks seem to move at something close to the same rate – 70% of the time.
BY Ana Cascon and William F. Shadwick | August 16, 2010
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.
BY Caroline Cakebread | August 12, 2010
Neither spending more nor taxing less will help the country pay its bills.
BY Scot Blythe | August 12, 2010
Who could have known what countries were in trouble betwixt the cup of the Great Moderation and the sip of the Great Recession?
BY Malcolm Baker and Jeffrey Wurgler | August 12, 2010
The relationships between stock and bond returns have proved difficult to pin down, however, let alone understand.
BY Caroline Cakebread | August 10, 2010
The greatest concern cited by risk managers for the second half of this year is government changing the rules.
BY Ana Cascon and William F. Shadwick | August 9, 2010
Three-part series explores how EVT can help manage risk post-crisis.
BY Scot Blythe | August 9, 2010
How bad could the new normal get? Well, the old rules of thumb won't work anymore.
BY Scot Blythe | August 5, 2010
A traditional asset allocation policy that relies on rebalancing can't work – at least not for everyone.