Support Materials
Publications
Top Five Investment Risks That Every Investor Should Know
Author: Dr. Raphael Douady
The StressVaR: A New Risk Concept for Superior Fund Allocation
Authors: Cyril Coste, Raphael Douady, Ilija I. Zovko
Keeping the Devil in Its Box
A new comparative study on how investors can hedge their portfolio against "perfect storm" financial market events through extreme risk budgeting technique
Results of 2008: Navigating the Perfect Storm
“Much of what distinguishes modern economies from those of the past is the new ability to identify risk, to measure it, to appreciate its consequences, and to take action accordingly.”
Michel Crouhy, Dan Galai, and Robert Mark
The Essentials of Risk Management
Latest Case Study
Texas Treasury Safekeeping Trust Company Risk Management
Endowment Adopts Risk Budgeting Strategy and Selects Riskdata To Implement New Approach