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Measuring and Monitoring Market Risk Using MATLAB

Athanasios Bolmatis, Fulcrum Asset Management

With an experienced investment team of economists, portfolio managers, and risk experts, Fulcrum Asset Management invests across global markets and asset classes with a range of absolute and relative return strategies. Their proprietary risk management techniques are designed to maximise risk adjusted returns. Fulcrum regards risk management as an integral part of portfolio management. This session shows how Fulcrum measures risk using MATLAB and illustrates, using actual data, the importance of risk management in improving the risk-reward profile of a strategy.

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Recorded: 19 Jun 2012