Research

White Papers

1. An Introduction to Value at Risk

2. Asynchronous Data and Serial Correlation in Financial Time Series

3. Historical VaR: A Practitioners Guide

4. Risk-Based Performance Attribution

5. Stress Tests and Correlation

6. Risk Reduction Potential

7. VaR Exceedances at Large Financial Institutions (also available at GARP Risk Intelligence)

8. Volatility Surface Stress Tests

9. Additive Profit Calculation

10. How Hedge Funds Manage Risk

11. Constant Risk Portfolios

12. Next Generation Factor Models

13. Understanding Negative Oil Prices

14. Sector Correlation and Volatility

15. Drawdown Analysis

16. Systematic Risk Reduction & Drawdowns

News & Updates

1. A Win-Win-Win Solution to the Problem that Everybody is Talking About (January 7, 2019)

2. Risk Management Myths (February 4, 2019)

3. The Problem with Hedge Fund Returns (March 6, 2019)

4. What Institutional Investors Want…but Aren’t Always Getting (April 5, 2019)

5. The Big Short Redux (May 8, 2019)

6. The Six-Standard Deviation Move that Wasn’t (June 12, 2019)

7. The Longest Expansion Ever. So What? (June 25, 2019)

8. Predicting the Future (July 9, 2019)

9. How Will LIBOR End? (August 1, 2019)

10. The Year So Far in Factor Returns (September 13, 2019)

11. UK Dead Cat Bounce (October 13, 2019)

12. October Factor Returns (November 6, 2019)

13. GDP vs the Market (November 18, 2019)

14. November Factor Returns (December 3, 2019)

15. Reps, LIBOR, and SOFR (December 12, 2019)

16. 2019 Factor Returns (January 8, 2020)

17. Three HFM Award Nominations (January 27, 2020)

18. Four Continents & Counting (February 27, 2020)

19. 2020 Q1 Factor Returns (April 7, 2020)

20. Northstar Shortlisted for 2020 HFM US Service Awards (August 26, 2020)

21. 2020 Q3 Factor Return Update: Smart or Lucky? (October 20, 2020)

22. Northstar CEO at Princeton Fintech & Quant Conference (October 24, 2020)

23. Northstar Shortlisted for Two 2021 HFM US Technology Awards (December 3, 2020)

24. Full Circle? (May 11, 2021)

25. Will Elon Musk Acquire Twitter? (October 6, 2022)

26. 2022 November Factor Returns Update (November 17, 2022)

27. 2022 Factor Performance (January 30, 2023)

28. Interest Rates and Home Prices (April 27, 2023)

29. Northstar Nominated for 2024 European Hedgeweek Awards (November 27, 2023)

30. 2023 Factor Performance (January 3, 2024)

Glossary

Look up risk management and performance terms in the Northstar Risk Glossary.