Join Us Research and markets
4 results
Risk Management report (February 2026) covering portfolio construction, short-horizon risk and the impact of rebalancing, risk attribution, and the standalone risk, concentration and transmission of the highest-weighted exposure.
Risk Management report (January 2026) on the market risk profile of a five-asset equity portfolio (MSFT, MU, ASML, NVO, LVMH) using daily data since 2022: 95% VaR and Expected Shortfall, bootstrap Monte Carlo simulations and fat-tail evidence.
Risk Management report (February 2026) constructing and evaluating an optimised five-stock portfolio (MSFT, MU, ASML, NVO, LVMH): tail-risk-minimising weights, one-day 99% VaR and ES (parametric and bootstrap), component ES attribution, diversification ratio and single-name tail risk of NVO.
Risk Management report (January 2026) on a four-stock equity portfolio (AAPL, MSFT, KO, AMD): one-day 99% VaR and Expected Shortfall, single-name and factor risk sources, and the effectiveness of diversification.