Issam S. Strub

The Cambridge Strategy

Director, Quantitative Research & Risk Management

36-38 Berkeley Square

7th Floor

London, W1J 5AE

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS
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Top 12,908

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CITATIONS

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Scholarly Papers (3)

1.

Trade Sizing Techniques for Drawdown and Tail Risk Control

Number of pages: 27 Posted: 21 May 2012 Last Revised: 07 May 2013
Issam S. Strub
The Cambridge Strategy
Downloads 935 (12,537)

Abstract:

Money management, trade sizing, leverage, quantitative strategies, quantitative trading,systematic strategies, Extreme Value Theory EVT, Expected Shortfall ES, Conditional Value at Risk CVaR,VaR,tail risk,risk management,maximum drawdown,Conditional Drawdown at Risk CDaR,GARCH,CTA,managed futures,FX

2.

Tail Hedging Strategies

Number of pages: 28 Posted: 08 May 2013
Issam S. Strub
The Cambridge Strategy
Downloads 761 (15,324)

Abstract:

Equity Markets, Tail Risk, Extreme Value Theory (EVT), Dynamic Asset allocation, Value at Risk (VaR), Expected Shortfall (ES), Conditional Value at Risk (CVaR), Maximum Drawdown,Managed Volatility, Risk Management, Risk Control Index, Options, Quantitative Strategies

Downside Risk Management in Emerging Markets

Journal of Investment Consulting, Vol. 12, No. 1, 2011
Number of pages: 14 Posted: 26 Jul 2011 Last Revised: 07 May 2013
Issam S. Strub and Edward D. Baker III
The Cambridge Strategy and The Cambridge Strategy
Downloads 616 (32,131)

Abstract:

Emerging Markets, Tail Risk, Extreme Value Theory (EVT), Dynamic Asset allocation, Value at Risk (VaR), Expected Shortfall (ES), Conditional Value at Risk (CVaR), Maximum Drawdown, Volatility, Risk Management, Risk Control Index

Downside Risk Management in Emerging Markets

Journal of Investment Consulting, Vol. 12, No. 1, pp. 60-66, 2011
Number of pages: 7 Posted: 05 Aug 2011
Issam S. Strub and Edward D. Baker III
The Cambridge Strategy and The Cambridge Strategy
Downloads 11 (491,620)

Abstract:

emerging markets, downside risk management