Discover how quantitative analysis can illuminate hedge fund performance, offering insights into risk metrics and benchmarks ...

Post-modern portfolio theory uses downside risk to refine portfolio optimization. Learn how PMPT offers an alternative to modern portfolio theory for risk-adjusted returns.

The importance of biodiversity as a nature-related risk in investors’ portfolios has become better understood in the past few years. Read more here.

We describe how to conduct a regression analysis for competing risks data. The use of an add-on package for the R statistical software is described, which allows for the estimation of the ...

Sometimes disasters can’t be averted, but they can still be recovered from. Planning for the worst keeps the impact to a minimum Few businesses are able to effectively function when IT systems fail, ...