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| Welcome to the latest issue of the J.P. Morgan Investment Analytics & Consulting newsletter, which aims to provide informative and thought-provoking articles on topics relating to portfolio optimization. In this issue, we explore the characteristics of Hedge Fund Beta Replication, provide an overview of Monte Carlo Simulations VaR, and explain Dynamic Portfolio Theory in the context of down markets. We welcome your thoughts and suggestions, and hope that this issue provides you with useful information. This issue also marks a changing of the guard. Craig Heatter, the leader of our group for the last fifteen years, is retiring. We are thankful for Craig's past contributions, and wish him well in the future.
David Remstein |
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