Applied Research

The Correlation Jumble

In our recent whitepaper, The Correlation See-Saw, we examined the dramatic shifts in multi-asset class relationships that characterized the first five months of 2018. 

Posted 06.07.18 Christoph Schon, CFA, CIPM

Is a crisis looming for Argentina?

An impending sense of crisis surrounds Argentina, with the peso’s risk surging to alarming heights, while market risk remains well below record levels.

Posted 05.16.18 Diana Rudean, PhD

Inspire your Investors by Turning Static Risk Reporting into Storytelling

The basic building blocks of risk reporting are the portfolio’s combined exposures to a set of pre-defined (in the case of Fundamental factor models) risk factors.

Posted 05.02.18 Olivier d'Assier

How a looming trade war is reversing multi-asset correlations

The first quarter of 2018 was characterized by the dramatic return of share price volatility. 

Posted 04.26.18 Christoph Schon, CFA, CIPM