EDITORIAL
 Over the past few decades, the Asset Management industry has been rapidly evolving due to a growing demand for sophisticated products, an increasing amount of asset under management and the globalization of financial markets.
These changes come with new needs for an efficient industrialization of the investment process, making the quantitative issues a front-rank concern.
We are launching this quarterly newsletter to keep you informed with the latest Asset Management practices, and to give you a regular follow-up of RaisePartner’s current events. You will find the points of view of our experts on the latest trends in the AM world, as well as related case studies based on our solutions.
Enjoy your reading!
Francois Oustry, CEO of RaisePartner
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CONTENTS
In this issue, read about:
New Trends
Achieving Efficiency and Sustainability with SRI
User case
Fund Rebalancing with NORM Asset Management® |
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One of the current challenges of risk modeling consists in building global risk models from local ones. Starting from a set of local market risk forecasts and cross-markets correlations, we compute a global covariance matrix preserving local market estimations and ensuring the required positive semidefinite properties.
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