Tail risks
- Practical Applications of The Tortoise and the Hare: Risk Premium versus Alternative Asset PortfoliosRon Bird, Harry Liem, Susan Thorp and Gauri GoyalPractical Applications July 2014, 2 (1) 1-4; DOI: https://doi.org/10.3905/pa.2014.2.1.054
- Practical Applications of What Goes into Risk-Neutral Volatility? Empirical Estimates of Risk and Subjective Risk PreferencesStephen Figlewski and Howard MoorePractical Applications July 2017, 5 (1) 1-4; DOI: https://doi.org/10.3905/pa.2017.5.1.230
- Practical Applications of Migrating with Black Swans: Climate Risk and Retirement PlanningJohn B. Mitchell and Howard MoorePractical Applications July 2017, 5 (1) 1-4; DOI: https://doi.org/10.3905/pa.2017.5.1.227
- Practical Applications of Risk and Return of Equity Index Collar StrategiesRoni Israelov, Matthew Klein and Howard MoorePractical Applications July 2017, 5 (1) 1-5; DOI: https://doi.org/10.3905/pa.2017.5.1.221
- Practical Applications of Risk and Return of Equity Index Collar StrategiesRoni Israelov and Matthew KleinPractical Applications April 2017, 4 (4) 1-5; DOI: https://doi.org/10.3905/pa.2017.4.4.221
- Reconsidering Hedge Fund ContagionRichard Sias, H.J. Turtle and Blerina ZykajThe Journal of Alternative Investments June 2018, 21 (1) 27-38; DOI: https://doi.org/10.3905/jai.2018.21.1.027
- Limits to Diversification: Tail Risks in Real Estate PortfoliosMichael SteinThe Journal of Alternative Investments June 2017, 20 (1) 61-80; DOI: https://doi.org/10.3905/jai.2017.20.1.061
- The Impact of Illiquidity and Higher Moments of
Hedge Fund Returns on Their Risk-Adjusted
Performance and Diversification PotentialLaurent Cavenaile, Alain Coën and Georges HübnerThe Journal of Alternative Investments March 2011, 13 (4) 9-29; DOI: https://doi.org/10.3905/jai.2011.13.4.009 - The Value of Liquidity from the Hedge Fund Portfolio Manager’s PerspectiveMartin Gagnon, Pierre Laroche and Bruno RémillardThe Journal of Alternative Investments March 2011, 13 (4) 30-39; DOI: https://doi.org/10.3905/jai.2011.13.4.030
- The Role of Speculators During Times of Financial DistressNaomi E. Boyd, Jeffrey H. Harris and Arkadiusz NowakThe Journal of Alternative Investments June 2011, 14 (1) 10-25; DOI: https://doi.org/10.3905/jai.2011.14.1.010
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