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...
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...
The crisis we are experiencing today is unlike any other. With the rapid global spread of the COVID-19 novel coronavirus, we are...
The Coronavirus Emergency: A Quantitative View
The coronavirus pandemic represents an unprecedented challenge to all investors. The global situation is deeply uncertain and...
The coronavirus outbreak has taken center stage, sparking nervousness around the world and severely hampering business in Asia’s...
A Deeper Look at Liability-Driven Investment
As the industry has evolved, specialist groups have emerged across asset managers and consultants, with the goal of actually...
Within APAC, high scores across certain ESG criteria are highly correlated with better performance in specific industries.
Insight Thanksgiving Digest 2019
A selection of stories we're thankful for this 2019 holiday!
Turbulence Adjusted Risk: Applications for Asset Allocation and Selection
The fat-tail approach to modeling market risk can greatly improve processes around risk management and portfolio construction.
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The information contained in this article is not investment advice. FactSet does not endorse or recommend any investments and assumes no liability for any consequence relating directly or indirectly to any action or inaction taken based on the information contained in this article.