Archives des Risk letters -

Risk Letter | Sculpting the portfolio allocation with AI

by Alexia Giroudière | Sep 2, 2020 | Risk letters

At Active Asset Allocation, as our name suggests, we focus on dynamic asset allocation strategies. We strive to provide solutions to investors and advisors seeking to build 100% individualized, strategic, portfolios for themselves or their clients. In this article we...

Risk Letter | At the in-efficiency frontier

by Admin AAA | Apr 13, 2018 | Risk letters

This second Active Asset Allocation « Risk Letter » looks at the delicate question of the choice of hypotheses, using the example of the efficient frontier. It touches upon the influence of an incorrect choice on asset allocation decisions and their consequences. What...

Risk Letter | The Drawdown: From a risk measure to an asset allocation strategy

by Admin AAA | Mar 2, 2016 | Risk letters

All investors want to maximize their portfolio’s returns while minimizing their risks. But how should you measure ‘risk’? Standard risk measures, such as Volatility or Value-at-Risk (VaR), provide only limited information about the risk your portfolio is exposed to....

Risk Letter on Filtered Historical Simulations (FHS): How do you make your paths?

by Admin AAA | Feb 13, 2015 | Risk letters

A tail-focused asset path simulation technique An important feature of financial markets is that they are highly unpredictable. But despite market randomness, finance professionals spend considerable amounts of time and effort designing the best possible frameworks...

Risk Letter | Volatility as a risk measure

by Admin AAA | Aug 30, 2011 | Risk letters

Volatility is the most widespread measure of risk. The reason of its success comes from the fact that it is easy to understand (volatility, as anyone knows, represents the deviation of an asset return from its historical mean) and also easy to compute (one can...

Risk Letter | Sculpting the portfolio allocation with AI

Risk Letter | At the in-efficiency frontier

Risk Letter | The Drawdown: From a risk measure to an asset allocation strategy

Risk Letter on Filtered Historical Simulations (FHS): How do you make your paths?

Risk Letter | Volatility as a risk measure

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