December 1st, 2011 · by Dr. Vikas Shah MBE DL

Guest article written for AllAboutAlpha.com – the official publication of the  Chartered Alternative Investment Analyst (CAIA) Association originally posted at: http://allaboutalpha.com/blog/2011/12/01/new-techniques-to-manage-sovereign-credit-risk/ In a recent paper entitled Managing Sovereign Credit Risk in Bond Portfolios (Bruder, Hereil & Roncalli October 2011) the writers assert that, “…with the recent development of the European…

 

June 30th, 2011 · by Dr. Vikas Shah MBE DL

Hypothetical News: “…Traders around the world today began to sell all of the USA’s  military assets after a devastating terrorist attack removed confidence in the nation’s ability to protect itself.  In other news, a patient who may become terminally ill in the next few weeks has had all treatment ceased…