By David Wroblewski, Ph.D., Research Analyst and John Chiu, Director of Research
July 21, 2010
As both a quant firm and a manager of a long/short market neutral fund, Denali Advisors has weathered the recent storm relatively well. One reason has to do with the investment team's ability to manage portfolio risk. In this research review, David Wroblewski and John Chiu discuss the concept of risk forecasting. They illustrate how a more dynamic risk model can help prevent unintended losses from occurring. Using data from international and domestic indices, they argue that a more accurate VAR can be obtained by using fatter tailed distributions than that of the commonly used normal distribution.
By Robert Snigaroff, President & Chief Investment Officer
April 25, 2010
Denali President and Chief Investment Officer, Bob Snigaroff, discusses the banking crisis and financial regulation. He proposes a two-part solution to reduce the risk of a future financial melt down. One is related to financial reporting requirements and the other to bank subordinated debt.
The world financial system came uncomfortably close to sailing off the edge of the world. Is it now smooth sailing, as the stock market seems to imply? Denali's Chief Investment Officer, Bob Snigaroff, discusses his perspective by analyzing company earnings and other factors.
By Robert Snigaroff, Chief Investment Officer, and David Wroblewski, Research Analyst
April 20, 2009
In the Spring 2009 issue of The Journal of Investment, Robert Snigaroff, Chief Investment Officer, and David Wroblewski, Research Analyst, discuss how large money management firms are gaining market share in the institutional asset management industry. A major driver includes large pension funds becoming larger while maintaining an aversion to allocating large accounts to smaller asset management firms.
By Bob Snigaroff, President & Chief Investment Officer
January 20, 2009
The Granddaddy of all Bubbles - Denali Chief Investment Officer, Robert Snigaroff, discusses his perspective on current market conditions examining U.S. sector debt, P/E forecasts, and cumulative expected earnings ''drawdown''. He comments on the pending fiscal stimulus package and provides a brief summary of past quarterly updates.
As both a quant firm and a manager of a long/short market neutral fund, Denali Advisors has weathered the recent storm relatively well. One reason has to do with the investment team's ability to manage portfolio risk. In this research review, David Wroblewski and John Chiu discuss the concept of risk forecasting. They illustrate how a more dynamic risk model can help prevent unintended losses from occurring. Using data from international and domestic indices, they argue that a more accurate VAR can be obtained by using fatter tailed distributions than that of the commonly used normal distribution.
Denali President and Chief Investment Officer, Bob Snigaroff, discusses the banking crisis and financial regulation. He proposes a two-part solution to reduce the risk of a future financial melt down. One is related to financial reporting requirements and the other to bank subordinated debt.
The world financial system came uncomfortably close to sailing off the edge of the world. Is it now smooth sailing, as the stock market seems to imply? Denali's Chief Investment Officer, Bob Snigaroff, discusses his perspective by analyzing company earnings and other factors.
In the Spring 2009 issue of The Journal of Investment, Robert Snigaroff, Chief Investment Officer, and David Wroblewski, Research Analyst, discuss how large money management firms are gaining market share in the institutional asset management industry. A major driver includes large pension funds becoming larger while maintaining an aversion to allocating large accounts to smaller asset management firms.