White Paper: Investing under Low-Probability “Black Swan” Scenarios
Portfolio manager John manages an institutional fund of $45 billion. The fund has [...]
Use Case: US Auto Industry Bet
Realizing that the automotive industry is leaning toward electric and hybrid cars, a [...]
Use Case: Long Short Asian Equities
In the wake of major global events, markets become more volatile. For instance, [...]
Use Case: Return Attribution based on Forward-Looking Scenarios
Computing break-even returns by each asset and asset class, based on forward-looking market [...]
Use Case: Evaluating a Non-Traded Asset in a Multi-Asset Portfolio
An absolute return manager helps manage a $20 billion endowment fund. His goal [...]
Use Case: More Robust Methods to Estimate Capital Adequacy
In order to better meet capital adequacy requirements, a more reliable, systematic approach [...]