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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 analyze the returns of active currency managers in our discussion of the merits of this asset class, explore Back Testing methodologies as a means to validate Value-at-Risk models, and review the proposed 2010 changes to the Global Investment Performance Standards (GIPS). We welcome your thoughts and suggestions, and hope that this issue provides you with useful information.
David Remstein |
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