Using quantitative techniques to manage risk

by Olivier Le Marois, 2009

Our study demonstrates that setting extreme risk budgets and using appropriate quant models can create strong value, both during periods of “business-as-usual” as well as during phases of market instability. This is possible – by taking more “business-as-usual” type risks, while using cheap and effective hedges to cover extreme risks.

* FOFIX product doesn’t exist anymore in its orginal form but you can still provide you with all its features. Please contact us to have more information.