Technical Practitioners
This section features articles for technical practitioners in investment management. It includes advanced research and analysis often involving complex mathematics. All articles in this section will have gone through the peer review process and have featured in journals, technical manuals or qualification textbooks. They are written for professionals or academics looking to progress an in-depth knowledge.
Downside protection: how to stress-test portfolio diversification
Different aspects of portfolio stress-testing have been explored in previous articles, including general overviews; classification; detail on specific approaches; setting…
Value-at-Risk: lets explore what it really means
Advisers need to be able to assess portfolio and fund risks for their clients. Market risk is often seen as…
Hypothesis: Risk, like Mass and Energy, Can Neither be Created nor Destroyed. Discuss
Quintin and Will imagine the title as an essay question in a final financial examination and use this as a…
An investigation of hypothetical variance-covariance matrix stress-testing
This paper investigates an example of stress-testing a portfolio of conventional assets against market risks using artificial scenarios based around…
