Tail risks
- Machine Learning for Recession Prediction and Dynamic Asset AllocationAlexander James, Yaser S. Abu-Mostafa and Xiao QiaoThe Journal of Financial Data Science July 2019, 1 (3) 41-56; DOI: https://doi.org/10.3905/jfds.2019.1.007
- 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
- Correction Mechanisms Shall Set Us FreeGene PhillipsThe Journal of Structured Finance October 2018, 24 (3) 38-51; DOI: https://doi.org/10.3905/jsf.2018.24.3.038
- 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
- Right Tail Hedging: Managing Risk When Markets Melt UpVineer BhansaliThe Journal of Portfolio Management July 2018, 44 (7) 55-62; DOI: https://doi.org/10.3905/jpm.2018.44.7.055
- Municipal Bond Trading, Information Relatedness, and Natural DisastersBrittany Cole, Bonnie Van Ness and Robert Van NessThe Journal of Trading July 2018, 13 (3) 24-43; DOI: https://doi.org/10.3905/jot.2018.1.063
- Portfolio Optimization Strategy for Concentrated Portfolios: Models and Time HorizonsSarah J. Campbell, James Chong, William P. Jennings and G. Michael PhillipsThe Journal of Wealth Management July 2018, 21 (2) 39-54; DOI: https://doi.org/10.3905/jwm.2018.1.064
- Reconsidering Hedge Fund ContagionRichard Sias, H.J. Turtle and Blerina ZykajThe Journal of Alternative Investments June 2018, 21 (1) 27-38; DOI: https://doi.org/10.3905/jai.2018.21.1.027
- Predicting Stock Market Crashes in ChinaSébastien Lleo and William T. ZiembaThe Journal of Portfolio Management April 2018, 44 (5) 125-135; DOI: https://doi.org/10.3905/jpm.2018.1.078
- Carbon Footprint for Dynamically Rebalanced PortfoliosCarmine de Franco and Bruno MonnierThe Journal of Investing February 2018, 27 (1) 121-133; DOI: https://doi.org/10.3905/joi.2018.1.066
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