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credit risk
Building a Better Risk Model
When Ignacio Ruiz and his associates, Piero Del Boca and Ricardo Pachón, looked at the current models for directional-way risk, they found that the models were impossible to calibrate. So, they set about creating their own model.
Portfolio Managers Should Allocate Risk Capital to Beta Factors, Says Brian Singer
The former CFA Institute Board of Governors chair and chief investment officer of Singer Partners says that investors should shift their focus from a search for alpha driven by security selection.