Tail risks
- Loosening Your Collar: Alternative Implementations of QQQ CollarsEdward Szado and Thomas SchneeweisThe Journal of Trading March 2010, 5 (2) 35-56; DOI: https://doi.org/10.3905/JOT.2010.5.2.035
- A proposal to stabilize stock prices: Ask the issuing corporations to join the party.Robert A SchwartzThe Journal of Trading March 2009, 4 (2) 50-57; DOI: https://doi.org/10.3905/jot.2009.4.2.050
- What Causes Workers to Retire before They Plan?Alicia H. Munnell, Geoffrey T. Sanzenbacher and Matthew S. RutledgeThe Journal of Retirement October 2018, 6 (2) 35-52; DOI: https://doi.org/10.3905/jor.2018.6.2.035
- Editor’s LetterBrett HammondThe Journal of Retirement October 2018, 6 (2) 1-2; DOI: https://doi.org/10.3905/jor.2018.6.2.001
- An Empirical Characteristic Function Approach to VaR Under a Mixture-of-Normal Distribution with Time-Varying VolatilityDinghai Xu and Tony S. WirjantoThe Journal of Derivatives August 2010, 18 (1) 39-58; DOI: https://doi.org/10.3905/jod.2010.18.1.039
- TRC Networks and Systemic RiskAndrew W. Lo and Roger M. SteinThe Journal of Alternative Investments March 2016, 18 (4) 52-67; DOI: https://doi.org/10.3905/jai.2016.18.4.052
- How Useful Are Aggregate Measures of Systemic Risk?Harry MamayskyThe Journal of Alternative Investments March 2016, 18 (4) 13-32; DOI: https://doi.org/10.3905/jai.2016.18.4.013
- Hedge Fund Tail Risk: An Investigation
in Stressed MarketsMonica Billio, Lorenzo Frattarolo and Loriana PelizzonThe Journal of Alternative Investments March 2016, 18 (4) 109-124; DOI: https://doi.org/10.3905/jai.2016.18.4.109 - The Different Faces of Volatility Exposure in Portfolio ManagementJoanne M. HillThe Journal of Alternative Investments December 2012, 15 (3) 9-31; DOI: https://doi.org/10.3905/jai.2012.15.3.009
- Practical Applications of Tail Dependence: A Cross-Industry ComparisonSander Muns, Michiel Bijlsma and Gauri GoyalPractical Applications October 2015, 3 (2) 1-4; DOI: https://doi.org/10.3905/pa.2015.3.2.118
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