Risk Management

Shaping Returns with Systematic Risk Management

Webcast

Ted Lucas of Lattice Strategies discusses why future value creation in asset management will be based on the systematic application of creative risk management processes to shape portfolio returns and drive long-term returns.

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Industry-Based Alternative Equity Indices

Financial Analysts Journal

The authors examined five alternative equity indices in the United States using industries instead of individual stocks as building blocks to form portfolios and compared their performance with that of the capitalization-weighted equity benchmark for the period 1964–2011.

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Upended: Stocks Are Riskier in the Long Run

University of Chicago Booth School of Business

Article and video presenting the case that forward-looking measures of volatility should be used.

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Mega Hedge Fund Firms: Performance Characteristics

Conference Proceedings Quarterly

Mega hedge funds, which are listed in the Institutional Investor “Hedge Fund 100,” are the best-performing funds because their managers can consistently deliver alpha and institute strong risk management.

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From the Blog

Lim Chow Kiat

How to Invest in a Low-Yield World

Lim Chow Kiat, Group CIO, Government of Singapore Investment Corporation

How to Invest in a Low-Yield World

Christopher Tan

Investing and Withdrawal Strategies During Retirement: The “Retire Well” Bucket Approach

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