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