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(Fuente: CapitalSpectator.com)...+
Tag Archives: Risk
Reporte: European Systemic Risk Board (Septiembre 2012)
Link al Reporte...+
US portfolio recom. 3, Septiembre 2012
The portfolio recommendation is based on two low-volatility strategies: a long-only minimum-variance portfolio and a“130:30” minimum-variance portfolio, which is long 130% and short 30%. These strategies use advanced Optimization and Statisticstechniques to hedge against the estimation risk of the associated models. As a result, they attain consistently better risk-adjusted returns than market indexes, as these portfolio recommendations show. For more details about...+
Fun & Finance Segunda Temporada Capítulo 4: Como leer la Yield Curve
Gaston Besanson
Como leer la Yield Curve! es el cuarto capítulo de la Segunda Temporada de Fun & Finance. En este episodio -junto con Martin Merlo- hicimos una primera aproximación a como se lee la yield curve y como se tradea la misma, mientras disfrutábamos de la vista desde el Monte Pincio, Roma....+
Paper: Too central to fail
Too Central to Fail? Financial Networks, the FED and Systemic Risk Systemic risk, here meant as the risk of default of a large portion of the financial system, depends on the network of financial exposures among institutions. However, there is no widely accepted methodology to determine the systemically important nodes in a network. To fill...+