Tail risks
- Volatility Targeting: It’s Complicated!George MylnikovThe Journal of Portfolio Management July 2021, 47 (8) 57-74; DOI: https://doi.org/10.3905/jpm.2021.1.258
- 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
- Portfolio Protection? It’s a Long (Term) Story…Nicholas McQuinn, Ashwin Thapar and Dan VillalonThe Journal of Portfolio Management January 2021, 47 (3) 35-50; DOI: https://doi.org/10.3905/jpm.2020.1.203
- Implied Mortality for the Firm: The Market Tells the TailMaggie Copeland, Thomas Copeland and Koda SongThe Journal of Portfolio Management January 2021, 47 (3) 122-134; DOI: https://doi.org/10.3905/jpm.2020.1.199
- Monetization Matters: Active Tail Risk Management and the Great Virus CrisisVineer Bhansali, Linda Chang, Jeremie Holdom and Marcy RappaportThe Journal of Portfolio Management October 2020, 47 (1) 16-28; DOI: https://doi.org/10.3905/jpm.2020.1.181
- 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
- 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
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