AQR Capital Management
Buy-side risk managers doubt own liquidity metrics
Risk Hedge Europe attendees say they lack formal measures of liquidity
People: Top quant Lipton leaves Bank of America after 10 years
Return to academia for derivatives pricing expert
Hedge fund AQR hires Isaac Chang as co-head of global trading
Chang was formerly global head of FICC at KCG
Buy side targets leverage cap in SEC derivatives plans
AQR says its managed futures fund could suffer larger drawdowns under new rule
25 banks fail ECB stress check on financial health
Finances still need to be fixed across the EU, tests find
Risk Italia Rankings 2013
Plain sailing for Barclays in Italy
AQR puts academic theory into practice
Putting theory into practice
Photo gallery: Qualitative awards Americas Awards 2013
Americas Awards 2013
Winners announced for Americas Awards 2013
Citadel, Blackstone AAM, Hildene and SkyBridge were among the big winners at the Hedge Funds Review Americas Awards 2013. Paloma Partners' Donald Sussman received the lifetime achievement award
Goodbye VAR? Basel to consider other risk metrics
Trading book review will look at replacing value-at-risk, but quants say the obvious alternative - expected shortfall - is not much better