Sort content by
Opinion

Capturing true geographic exposures in risk reporting

New research by EDHEC-Risk Institute questions the usefulness of analysing geographic equities exposures based on the stock’s place of listing, incorporation or headquarters. Head of applied research, Felix Goltz, suggests that in a globalised marketplace, a more meaningful analysis of geographic risk exposures, and performance attribution, comes from looking at geographic segmentation data including total sales […]
Amanda WhiteJuly 8, 2015
Opinion

Evolution in risk reporting for sophisticated institutional investors

Risk reporting is increasingly regarded by sophisticated investors as an important ingredient in their decision-making process, authors from EDHEC argue that  the effective number of (uncorrelated) bets could be a useful risk indicator to be added to risk reports for equity and policy portfolios. Risk reporting is increasingly regarded by sophisticated investors as an important […]
 May 28, 2014