Practical analysis for investment professionals

risk


Aswath Damodaran on How to Invest Internationally

Aswath Damodaran believes investors make two common valuation errors when it comes to country risk exposure: They focus on countries instead of companies and obsess over past mistakes.

Agriculture-Related Water Risks: Understanding the Threat

Although investors are increasingly aware of water risks in their portfolios linked to agriculture, there is still work to be done to improve risk analysis and mitigation strategies. Several investors have begun by simply asking companies for better disclosure of agriculture supply chain risks.

Where’s the Beef?! Is Your Low-Fee Smart Beta Product Ripping You Off?

So what do hamburgers and price per pound have to do with equity-oriented long-only smart beta products? A lot more than you think.

How to Best Gauge Your Risk Tolerance

How often do you check your investment performance? The answer goes a long way in determining your risk tolerance.

Integrating Water Risk Analysis into Portfolio Management

Water risks can lead to unlimited financial impact and loss. Have you embedded water risk analysis into your portfolio management process? There are a number of increasingly sophisticated approaches that investors can take.

Estimating Variations in the Equity Risk Premium: A New Approach

For years, researchers have used historical returns as proxies for estimating equity risk premium. This approach is problematic, however, because the resulting estimates don't vary from one year to the next, even though equity market returns can be wildly divergent from year to year. Katsunari Yamaguchi, CFA, has developed a new method for estimating equity premiums.

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.

Book Review: A Risk Professional’s Survival Guide

This highly readable and informative book can serve the needs of a variety of individuals. The end-of-chapter problems make the book suitable for a classroom setting for those who plan to become practicing risk managers. Readers interested in gaining a general overview of risk management will also find the book valuable.

Liquidity Risks of the H2O Variety

"Whiskey is for drinking; water is for fighting over." In these increasingly water-constrained times, this quote is as relevant as ever. The fact is water — or the lack of it — poses investor risks. Companies and investors can no longer ignore increasing competition over limited water resources.

The Battle for Your Strategic Soul: Knight vs. Coase

Today, strategy adds value when it understands and exploits uncertainty better than the competition. Pure efficiency can no longer be the only way.



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