These posts are related to the topic of this conference

China Overtakes Japan

|

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

|

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

|

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

|

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

Trying to Call a Recession

|

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

How Do Bonds and Stocks Move Together?

|

The relationships between stock and bond returns have proved difficult to pin down, however, let alone understand.

9 in 10 institutions have chief risk officers, survey shows

|

The greatest concern cited by risk managers for the second half of this year is government changing the rules.

Risk 2.0: Extreme Value Theory

|

Three-part series explores how EVT can help manage risk post-crisis.

Get Ready for Tail Hedging: PIMCO

|

How bad could the new normal get? Well, the old rules of thumb won't work anymore.

Adaptive Asset Allocation: Sharpe

|

A traditional asset allocation policy that relies on rebalancing can't work – at least not for everyone.

Transcontinental Media G.P.