Brockhouse Cooper

04/20/11
A constant volatility framework for managing tail risk

A novel approach to managing tail risk

By:
Alexandre Hocquard, Phd, Portfolio Manager
Sunny Ng, Director, Alternatives Research
Nicolas Papageorgiou, PhD, Director Quantitative Research and Associate Professor, HEC Montreal

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01/15/10
The secondary market Opportunity knocking or knocked down?

By Sunny Ng, Head of Research – Alternatives, Brockhouse Cooper

Coming on the back of the financial crisis, 2009 appears to have been the year of realized opportunities for some and missed opportunities for many. Over the course of the year, we saw corporate bond spreads widen out then compress dramatically, global equities dip to 10‐year lows then post strong returns across all major markets, commodity prices collapse then rebound sharply. The list goes on.

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12/16/09
Evolution of investment structures : what we’ve learned

By Eric Fontaine, FSA, FCIA, CFA, Executive Vice President, Advisory Services

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