Investment Risk Actuarial Science

Our investment risk actuarial science experts apply risk management techniques to the investment management process in order to construct a portfolio, analyze performance, budget risk, measure portfolio and component VaR, and manage risk in hedge funds and private equity investments

 

• Portfolio Construction

• Portfolio-based Performance Analysis

• Measuring Portfolio and Component VaR

• Risk budgeting and Estimating Surplus at Risk (SaR)

• Risk Monitoring and Performance Measurement

• Risk Management of Hedge Funds and Private Equity