The process that led the world economy to the global financial crisis, as well as its explosion,
was accompanied by an unprecedented increase of prices in the commodity markets. The …

We examine the issues and methods involved in evaluating the size that an equity fund
might attain before it becomes unable to create additional value for investors. We discuss …

This article discusses the definition and determinants of capacity, and outlines methods of
capacity analysis. It is argued that analysis should focus on 'effective capacity'for the active …

Quantitative portfolio management has become a highly specialized discipline. Computing
power and software improvements have advanced the field to a level that would not have …

Capacity measures how much can be invested in a strategy before declining expected
returns make competing strategies look more attractive. Existing approaches for measuring …

Managing through a Crisis: Practical Insights and Lessons Learned for Quantitatively
Managed Equity Portfolios - Risk.net Risk.net All sections Desks Risk Data Editors' choice Top …

We examine the issues and methods involved in evaluating the size that an equity fund
might attain before it becomes unable to create additional value for investors. We discuss …

We examine the issues and methods involved in evaluating the size that a fund might attain
before it becomes unable to create additional value for investors. We discuss how capacity …

Fundusze kontraktów terminowych1 (managed futures) to określenie kategorii funduszy,
które starają się pomnażać środki klientów za pomocą aktywnych inwestycji na rynkach …