Research

EDHEC: Long-Term Sources of Return in the Commodity Futures Markets: Evidence from the Grain Markets

31 Jul 2008

Prior to 2006, the exponential rise in financial derivatives since the late 1970’s had crowded out academic and practitioner interest in the commodity futures markets. As a matter of fact, there were surprisingly few long-term studies on commodity futures returns that had analysed these markets in an original way. Notable exceptions were Greer (1978) and Bodie and Rosansky (1980); these authors discussed both the equity-like returns and inflation-hedging properties of investments in baskets of commodity futures contracts.

Global ALM Practices Survey

19 Apr 2008

Basel II Pillar II Survey

16 Apr 2008

SAS: Operational risk:  Where is the value? A first order approximation

14 Apr 2008

CFSI: Innovation Trends in Financial Services to the Underbanked

29 Feb 2008

Economic Capital, Accrual Book Risk and Basel II

20 Feb 2008

EDHEC: New Developments in the Commodity Markets

31 Dec 2007

SAS: Visualizing Change: An Innovation In Time-Series Analysis

1 Nov 2007

Extracting Value from Risk Management

19 Sep 2007

Event Risk is Not Your Only Operating Risk

7 Sep 2007

SAS: Maximizing shareholder value with SAS® Enterprise Risk Management

3 May 2007

Asset Liability Management: Strategic And Regulatory Issues For Asia Pacific Banks

3 Apr 2007

Risk Adjusted Performance Measurement

31 Mar 2007

EDHEC: Inferences about the Amaranth Case and the Emerging Maturity of the Hedge Fund Industry

30 Nov 2006

SAS: Disparate Treatment Testing Breakthrough

24 Oct 2005