Practical analysis for investment professionals

risk management


Digital Gold or Fool’s Gold: Is Crypto Really a Hedge against Equity Risk?

When it comes to hedging equity risk, bitcoin and cryptocurrencies are less "digital gold" and more fool's gold.

Economic Value of Equity (EVE): Protection from Rising Interest Rates

Economic value of equity (EVE) can help determine how well a company can weather interest rate hikes.

Asset Owner Perspectives: Building Investment Organizations Fit for the Future

How are asset owners thinking about and building their multi-generational, long-horizon portfolios?

Nuclear Conflict: Why We Must Consider the Risks

In the wake of Russia’s attack on Ukraine, the risks of nuclear conflict have become clearer both inside and outside the world of finance.

How Sharp Is the Sharpe Ratio? An Analysis of Global Stock Indices

To test the Sharpe Ratio’s effectiveness, we constructed monthly return distributions for global stock market indices to see if any had too much skewness.

Book Review: Asset Allocation

William Kinlaw, Mark Kritzman, and David Turkington offer advice on a wide range of asset allocation topics, backing up their recommendations with solid quantitative analysis.

Why Invest in Stocks?

Equities are not necessarily more risky than such "safe" assets as US Treasuries. 

Hedging the Interest Rate Hiking Cycle

Amid rampant inflation and rising interest rates, how can we protect ourselves from interest rate volatility, from anticipated and unanticipated hikes?

China’s Enterprise Annuities: “Long-Term Money, Short-Term Investment”

The operation of enterprise annuities in China suffers from a "long-term money, short-term investment" mindset.



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