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risk management


Can the Low-Risk Anomaly Be Exploited?
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Dr. Benjamin R. Auer discusses why he and Frank Schuhmacher decided to study the low-risk anomaly and what their investigations revealed, in an interview with Abby Farson Pratt of the Financial Analysts Journal.

Adapting to Disruptions in Asset Management
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The asset management industry is “facing disruption from every point on the compass,” says Anne Richards of Aberdeen Asset Management. But there is an opportunity for the sector to mitigate these difficulties.

Investment Uncertainty Is Not Going Away: Understanding Complex Systems Can Help
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An approach called complex systems can help analysts get a better handle on investment uncertainty. It does so by providing a means of pattern recognition that picks up where statistics and finance leave off.

After 70 Years of Fruitful Research, Why Is There Still a Retirement Crisis?
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Despite thousands of scholarly and practical articles, we still have a retirement crisis. But, reviewing the literature, it seems we have both the intellectual tools to avoid a retirement crisis and many (not all) of the needed institutional arrangements.

Wealth Manager Strategies for Uncertainty: Jean Brunel on Meeting Client Goals
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Understanding client goals is the key to effective wealth management, according to Jean Brunel, CFA. In times of unexpected market chaos, that understanding becomes even more important.

Fresh Perspectives for European Investors: Currency, Asset Allocation, and Risk Management
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Selections from CFA Institute Conference Proceedings for investment professionals ready to challenge their investment processes, practices, and mindsets.

Nobel Laureate Robert Engle on High-Frequency Trading and Portfolio Management
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In the second part of our interview with Nobel laureate Robert Engle, he discusses the application of ARCH models in high-frequency trading and how he thinks risk models should be applied in portfolio management.

Nobel Laureate Robert Engle on VaR, Systemic Risk, and Liquidity
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Nobel laureate Robert Engle discusses the development of the ARCH model, the global financial crisis, systemic risk, and forecasting liquidity with ARCH models.

Generating Alpha Through Intermarket Analysis
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Recent advances in intermarket analysis merit the attention of asset allocators, portfolio managers, and risk managers.

Deductive, Inductive, Pragmatic: Three Views on Investment Risk

Risk management approaches run the gamut from philosophy to science to herd mentality.