Many of the risk management trends that were already taking shape in the asset management industry have accelerated as a result...
The Changing Shape of Buy-Side Risk Technology
Many of the risk management trends that were already taking shape in the asset management industry have accelerated as a result...
COVID-19 and Multi-Period Optimization
Here we introduce the concept of multi-period optimization and its application for studying portfolio positioning during...
The Growing Necessity for Multi-Asset Class Risk Factor Models
Multi-asset class risk factor models are especially difficult to construct because of the complexity of calculating risks across...
Gain an overview of approaches to building scenarios and stress tests based on FactSet data, Portfolio Analytics suite, and risk...
Active to passive. Fee compression. ESG. Alternative data. Business intelligence. Digital transformation. While the catchphrases...
Making Use of Residual Risk During Global Events
Revere Geographic Revenue Exposure data can capture some of the residual risks and integrate a global perspective into our...
Via FactSet StreetAccount
Drafted by financial analysts, our StreetAccount news service scans a variety of legitimate news sources to offer comprehensive coverage on global economies and markets. Get real-time curated news about the companies, industries, and markets you follow with StreetAccount.
Market Environment Factor Research in 2020
In rapidly changing markets, leveraging any static factor strategy throughout is unlikely to perform well. A strategy must adapt...
Advanced technologies and data strategies are creating transformative opportunities to reduce operating costs and sharpen...
Back-testing Studies on the FactSet Short-term Risk Model During the COVID-19 Outbreak
It became a common theme post-2008 that VaR is not able to capture extreme events. This is only true if VaR is assessed based on...
Be Aware, Adapt, Innovate--or What We Learn from Mandelbrot, Noah, and Covid-19
A year before the breakout of COVID-19, I published an article which discusses how to transform investment uncertainty and risks...
How Market Volatility Affects Asset Class Behavior
In recent months, the market has seen a massive uptick in volatility. When just looking at the VIX, which is a measure of...
Traditional performance analysis techniques such as benchmarking, peer grouping, and Brinson attribution have generally been used...
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