Letter From David Remstein

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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 current trend in outsourcing investment management, explore Incremental VaR as a means to evaluate the risk contributions of individual positions in a portfolio, and review the omega measure of risk-adjusted returns.

We welcome your thoughts and suggestions, and hope that this issue provides you with useful information.

David Remstein

David Remstein
Managing Director and Global Executive
J.P. Morgan Investment Analytics & Consulting
david.m.remstein@jpmorgan.com

To view the next article, Trending Out: Investment Outsourcing on the Rise, click here.