Tail risks
- Optimal Choice between Cat Bond and Debt to Cover the Risks of Natural DisastersAdama Sanou, Issouf Soumaré and Claude FluetThe Journal of Fixed Income May 2021, jfi.2021.1.113; DOI: https://doi.org/10.3905/jfi.2021.1.113
- Climate Change and Asset Allocation: A Distinction That Makes a DifferenceBrian Jacobsen, Eddie Cheng and Wai LeeThe Journal of Portfolio Management February 2021, 47 (4) 123-134; DOI: https://doi.org/10.3905/jpm.2021.1.218
- Asset Allocation and Private Market InvestingJunying Shen, Ding Li, Grace (Tiantian) Qiu, Vishv Jeet, Michelle (Yu) Teng and Ki Cheong WongThe Journal of Portfolio Management February 2021, 47 (4) 71-82; DOI: https://doi.org/10.3905/jpm.2021.1.211
- Managing Portfolio VolatilityMichael Stamos and Thomas ZimmererThe Journal of Portfolio Management February 2021, 47 (4) 99-109; DOI: https://doi.org/10.3905/jpm.2021.1.207
- Turning Tail Risks into TailwindsJérôme Gava, Francisco Guevara and Julien TurcThe Journal of Portfolio Management February 2021, 47 (4) 41-70; DOI: https://doi.org/10.3905/jpm.2021.1.205
- 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
- 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
- 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
- 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
- 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
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (34)
- In Markets (20)
- In Wealth Management (50)
- Derivatives
- Options (249)
- Credit default swaps (41)
- Other (98)
- Factors, risk premia
- Factor-based models (220)
- Style investing (91)
- Other (22)
- Fixed income and structured finance
- Project finance (50)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (247)
- Retirement (245)
- Social security (34)
- Pension funds (68)
- Other (31)
- Mutual funds/passive investing/indexing
- Mutual fund performance (115)
- Passive strategies (27)
- Other (121)
- Performance measurement
- Volatility measures (72)
- Performance measurement (591)
- Portfolio management/multi-asset allocation
- Portfolio theory (230)
- Portfolio construction (582)
- ESG investing (163)
- Manager selection (87)
- Other (85)
- Quantitative methods
- Statistical methods (437)
- Simulations (143)
- Quantitative methods (265)
- Real assets/alternative investments/private equity
- Real estate (70)
- Commodities (80)
- Other real assets (50)
- Currency (79)
- Private equity (207)
- Risk management
- Credit risk management (106)
- Tail risks (51)
- Risk management (277)
- Security analysis and valuation
- Technical analysis (19)