Tail risks
- Asset Allocation and Private Market InvestingJunying Shen, Ding Li, Grace (Tiantian) Qiu, Vishv Jeet, Michelle (Yu) Teng and Ki Cheong WongThe Journal of Portfolio Management February 2021, 47 (4) 71-82; DOI: https://doi.org/10.3905/jpm.2021.1.211
- Managing Portfolio VolatilityMichael Stamos and Thomas ZimmererThe Journal of Portfolio Management February 2021, 47 (4) 99-109; DOI: https://doi.org/10.3905/jpm.2021.1.207
- Turning Tail Risks into TailwindsJérôme Gava, Francisco Guevara and Julien TurcThe Journal of Portfolio Management February 2021, 47 (4) 41-70; DOI: https://doi.org/10.3905/jpm.2021.1.205
- Portfolio Protection? It’s a Long (Term) Story…Nicholas McQuinn, Ashwin Thapar and Dan VillalonThe Journal of Portfolio Management January 2021, 47 (3) 35-50; DOI: https://doi.org/10.3905/jpm.2020.1.203
- Implied Mortality for the Firm: The Market Tells the TailMaggie Copeland, Thomas Copeland and Koda SongThe Journal of Portfolio Management January 2021, 47 (3) 122-134; DOI: https://doi.org/10.3905/jpm.2020.1.199
- Risk Capacity Portfolio ConstructionMatthew W. SherwoodThe Journal of Investing January 2021, 30 (2) 31-52; DOI: https://doi.org/10.3905/joi.2020.1.163
- Editors’ Introduction to the Special Issue on Novel Risks and Sources of Volatility: Identification and Measurement Challenges for Portfolio ManagementFrank J. Fabozzi and Ahmet K. KaragozogluThe Journal of Portfolio Management September 2021, 47 (9) 1-4; DOI: https://doi.org/10.3905/jpm.2021.1.289
- Novel Risks: A Research and Policy OverviewAhmet K. KaragozogluThe Journal of Portfolio Management September 2021, 47 (9) 11-34; DOI: https://doi.org/10.3905/jpm.2021.1.287
- The Market Measure of Carbon Risk and its Impact on the Minimum Variance PortfolioThéo Roncalli, Théo Le Guenedal, Frédéric Lepetit, Thierry Roncalli and Takaya SekineThe Journal of Portfolio Management September 2021, 47 (9) 54-68; DOI: https://doi.org/10.3905/jpm.2021.1.285
- Foundations of Climate Investing: How Equity Markets Have Priced Climate-Transition RisksGuido Giese, Zoltán Nagy and Bruno RauisThe Journal of Portfolio Management September 2021, 47 (9) 35-53; DOI: https://doi.org/10.3905/jpm.2021.1.283
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