Tail risks
- The Tortoise and the Hare: Risk Premium
versus Alternative Asset PortfoliosRon Bird, Harry Liem and Susan ThorpThe Journal of Portfolio Management April 2013, 39 (3) 112-122; DOI: https://doi.org/10.3905/jpm.2013.39.3.112 - Practical Applications of Portfolio Optimization Strategy for Concentrated Portfolios: Models and Time HorizonsSarah J. Campbell, James Chong, William P. Jennings and G. Michael PhillipsPractical Applications January 2019, 6 (3) 1-6; DOI: https://doi.org/10.3905/pa.6.3.312
- Practical Applications of Preparing a Multi-Asset-Class Portfolio for Shocks to Economic GrowthEugene Podkaminer, Wylie Tollette and Laurence SiegelPractical Applications July 2019, 7 (1) 1-6; DOI: https://doi.org/10.3905/pa.7.1.329
- Preparing a Multi-Asset Class Portfolio for Shocks to Economic GrowthEugene Podkaminer, Wylie Tollette and Laurence SiegelThe Journal of Portfolio Management December 2018, 45 (2) 106-116; DOI: https://doi.org/10.3905/jpm.2018.45.2.106
- A CVaR Scenario-Based Framework for Minimizing Downside Risk in Multi-Asset Class PortfoliosKartik Sivaramakrishnan and Robert StamicarThe Journal of Portfolio Management December 2017, 44 (2) 114-129; DOI: https://doi.org/10.3905/jpm.2018.44.2.114
- Extending the Risk Parity Approach to Higher Moments: Is There Any Value Added?Eduard Baitinger, André Dragosch and Anastasia TopalovaThe Journal of Portfolio Management January 2017, 43 (2) 24-36; DOI: https://doi.org/10.3905/jpm.2017.43.2.024
- The Dangers of Diversification: Managing Multiple Manager PortfoliosGerald Garvey, Ronald N. Kahn and Raffaele SaviThe Journal of Portfolio Management January 2017, 43 (2) 13-23; DOI: https://doi.org/10.3905/jpm.2017.43.2.013
- What Goes into Risk-Neutral Volatility? Empirical
Estimates of Risk and Subjective Risk PreferencesStephen FiglewskiThe Journal of Portfolio Management October 2016, 43 (1) 29-42; DOI: https://doi.org/10.3905/jpm.2016.43.1.029 - The Economic Value of Forecasting Left-Tail RiskJames X. Xiong, Thomas M. Idzorek and Roger G. IbbotsonThe Journal of Portfolio Management April 2016, 42 (3) 114-123; DOI: https://doi.org/10.3905/jpm.2016.42.3.114
- Portfolio Construction and Tail RiskChris Downing, Ananth Madhavan, Alex Ulitsky and Ajit SinghThe Journal of Portfolio Management October 2015, 42 (1) 85-102; DOI: https://doi.org/10.3905/jpm.2015.42.1.085
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