Tag: risk management

Rethinking Risk Management

Rethinking Risk Management

Proactive approach to risk will protect squeezed returns in emerging markets Back in February the Institute of International Finance forecast another disappointing year for capital flows into developing economies. They cited the continuing retreat of foreign investors from China, ambiguity of the […]

The Idiosyncratic Momentum Anomaly

The Idiosyncratic Momentum Anomaly

Our revisits the idiosyncratic return momentum effect of Gutierrez and Pirinsky (2007) and Blitz et al. (2011). Idiosyncratic momentum is calculated based on the stock -specific (idiosyncratic) returns, e.g. the returns orthogonal to the three factors that explain a major […]

Echo Chamber

Echo Chamber

Since the U.S. economic recovery from the 2008 financial crisis, institutional economists began each subsequent year outlining their well-paid view of how things will transpire over the course of the coming 12-months. Like a broken record, they have continually over-estimated […]

How To Manage Risk In A Bull Market

How To Manage Risk In A Bull Market

Portfolio Manager Jay Kaplan describes how he manages risk in a bull market and where he is currently finding opportunities. Watch the video here. How Does a Contrarian Manage Risk in a Bull Market? When you’re a contrarian and you’re […]