Tail risks
- The Implications of Contemporary Research on COVID-19 for Volatility and Portfolio ManagementDominique Outlaw, Aimee Hoffmann Smith and Na WangThe Journal of Portfolio Management September 2021, 47 (9) 159-177; DOI: https://doi.org/10.3905/jpm.2021.1.282
- Investment Management Post Pandemic, Post Global Warming, Post Resource DepletionFrank J. Fabozzi, Sergio Focardi and Zenu SharmaThe Journal of Portfolio Management September 2021, 47 (9) 141-158; DOI: https://doi.org/10.3905/jpm.2021.1.280
- Top-Down Portfolio Implications of Climate ChangeYesim Tokat-Acikel, Marco Aiolfi, Lorne Johnson, John Hall and Jessica (Yiwen) JinThe Journal of Portfolio Management September 2021, 47 (9) 69-91; DOI: https://doi.org/10.3905/jpm.2021.1.279
- Volatility Targeting: It’s Complicated!George MylnikovThe Journal of Portfolio Management July 2021, 47 (8) 57-74; DOI: https://doi.org/10.3905/jpm.2021.1.258
- Structuring Asset Pricing during Pandemic Times and Market EventsRaj Kumar and Manu SharmaThe Journal of Wealth Management July 2021, 24 (2) 108-113; DOI: https://doi.org/10.3905/jwm.2021.1.136
- Optimal Choice between CAT Bond and Debt to Cover the Risks of Natural DisastersAdama Sanou, Issouf Soumaré and Claude FluetThe Journal of Fixed Income June 2021, 31 (1) 97-123; DOI: https://doi.org/10.3905/jfi.2021.1.113
- The Early Bird Catches the Intraday TrendJérôme Gava, Roxton McNeal and Julien TurcThe Journal of Investing November 2021, 31 (1) 47-75; DOI: https://doi.org/10.3905/joi.2021.1.209
- Financial Globalization and Its Implications for Diversification of Portfolio RiskRamu Thiagarajan, Jiho Han, Aaron Hurd, Hanbin Im and Gaurav MallikThe Journal of Investing September 2021, 30 (6) 22-33; DOI: https://doi.org/10.3905/joi.2021.1.197
- Maximum Drawdown Distributions: The Cross-Asset DimensionPeter Warken and Angelina KostyrinaThe Journal of Investing September 2021, 30 (6) 7-21; DOI: https://doi.org/10.3905/joi.2021.1.194
- Developing Practical Investment ResilienceJarrod WilcoxThe Journal of Portfolio Management October 2021, 48 (1) 115-132; DOI: https://doi.org/10.3905/jpm.2021.1.298
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