Tail risks
- Editor’s LetterJean L.P. BrunelThe Journal of Wealth Management July 2015, 18 (2) 1-4; DOI: https://doi.org/10.3905/jwm.2015.18.2.001
- The Impact of Volatility TargetingCampbell R. Harvey, Edward Hoyle, Russell Korgaonkar, Sandy Rattray, Matthew Sargaison and Otto Van HemertThe Journal of Portfolio Management October 2018, 45 (1) 14-33; DOI: https://doi.org/10.3905/jpm.2018.45.1.014
- A Constant-Volatility Framework for Managing Tail RiskAlexandre Hocquard, Sunny Ng and Nicolas PapageorgiouThe Journal of Portfolio Management January 2013, 39 (2) 28-40; DOI: https://doi.org/10.3905/jpm.2013.39.2.028
- Advancing Strategic Asset Allocation in a
Multi-Factor WorldFarshid M. Asl and Erkko EtulaThe Journal of Portfolio Management October 2012, 39 (1) 59-66; DOI: https://doi.org/10.3905/jpm.2012.39.1.059 - Simple and Robust Risk Budgeting with Expected
ShortfallThomas Philips and Michael LiuThe Journal of Portfolio Management October 2011, 38 (1) 78-90; DOI: https://doi.org/10.3905/jpm.2011.38.1.078 - Fat-Tailed Models for Risk EstimationStoyan V. Stoyanov, Svetlozar T. Rachev, Boryana Racheva-Yotova and Frank J. FabozziThe Journal of Portfolio Management January 2011, 37 (2) 107-117; DOI: https://doi.org/10.3905/jpm.2011.37.2.107
- Invited Editorial CommentNoël Amenc and Lionel MartelliniThe Journal of Portfolio Management January 2011, 37 (2) 1-2; DOI: https://doi.org/10.3905/jpm.2011.37.2.001
- Whole-Distribution Statistical Process Control in High-Frequency TradingRicky A. Cooper and Ben Van VlietThe Journal of Trading March 2012, 7 (2) 57-68; DOI: https://doi.org/10.3905/jot.2012.7.2.057
- The Exchange of Flow ToxicityDavid Easley, Marcos M. López de Prado and Maureen O’HaraThe Journal of Trading March 2011, 6 (2) 8-13; DOI: https://doi.org/10.3905/jot.2011.6.2.008
- Editor’s LetterGeorge A. (Sandy) MackenzieThe Journal of Retirement June 2016, 4 (1) 1-5; DOI: https://doi.org/10.3905/jor.2016.4.1.001
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