March 27, 2012
Forward Looking Risk Analytics for Investors: Utilizing Returns and Positions-based Approaches
A Practical Roadmap for Aligning Risk Measurement and Investment Goals
February 15, 2012
Allocating Tail Risk for Increased Returns
Nordic Regions Pension News: An enhanced tail-risk approach can help investors to identify hotspots and safe spots
January 30, 2012
Opalesque: Simplistic Risk Models Miss Tail Risk
"Overreliance on simplistic modeling can lead to misreading market conditions" according to David Merrill, CEO of FinAnalytica, in an interview.
January 26, 2012
Advanced Trading: Can Hedge Fund Managers Master Market Volatility?
Probably not, suggests FinAnalytica CEO David Merrill, who compares the situation to the game of Whack-a-Mole in an interview with Phil Albinus of Advanced Trading.
January 25, 2012
Waking Up to the Reality of Fat Tails
Pimco's El-Erian on the unpredictability in global markets leading to extreme events around the world: "Normally, we’re used to thinking of a bell shaped distribution. There’s a dominant theme and very thin tails. Today we’re looking at something different. We’re looking at a distribution that is much flatter and the tails are much fatter."
December 27, 2011
Tabb Forum: 2012 Trends in Buyside Risk Management
FinAnalytica CEO David Merrill discusses what's on horizon for buyside risk and portfolios managers.
Risk Magazine: Capturing Fat TailsMay 03, 2010 In the News
Financial institutions are more aware of the risks posed by high-impact events since the crisis, but the question is how to encapsulate these in models. Zari Rachev, Boryana Racheva-Iotova and Stoyan Stoyanov discuss three approaches for capturing fat tails.