Tail risks
- 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
- 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
- Practical Applications of The Tortoise and the Hare: Risk Premium versus Alternative Asset PortfoliosRon Bird, Harry Liem, Susan Thorp and Gauri GoyalPractical Applications July 2014, 2 (1) 1-4; DOI: https://doi.org/10.3905/pa.2014.2.1.054
- Practical Applications of What Goes into Risk-Neutral Volatility? Empirical Estimates of Risk and Subjective Risk PreferencesStephen Figlewski and Howard MoorePractical Applications July 2017, 5 (1) 1-4; DOI: https://doi.org/10.3905/pa.2017.5.1.230
- Practical Applications of Migrating with Black Swans: Climate Risk and Retirement PlanningJohn B. Mitchell and Howard MoorePractical Applications July 2017, 5 (1) 1-4; DOI: https://doi.org/10.3905/pa.2017.5.1.227
- Practical Applications of Risk and Return of Equity Index Collar StrategiesRoni Israelov, Matthew Klein and Howard MoorePractical Applications July 2017, 5 (1) 1-5; DOI: https://doi.org/10.3905/pa.2017.5.1.221
- Practical Applications of Risk and Return of Equity Index Collar StrategiesRoni Israelov and Matthew KleinPractical Applications April 2017, 4 (4) 1-5; DOI: https://doi.org/10.3905/pa.2017.4.4.221
- Hedging High-Yield and Emerging Market Bond Tail Risk with VIX® FuturesBerlinda Liu and Hong XieThe Journal of Alternative Investments September 2019, 22 (2) 81-98; DOI: https://doi.org/10.3905/jai.2019.1.080
- Expected Shortfall Asset Allocation: A Multi-Dimensional Risk-Budgeting FrameworkEmmanuel Jurczenko and Jérôme TeiletcheThe Journal of Alternative Investments September 2019, 22 (2) 7-22; DOI: https://doi.org/10.3905/jai.2019.1.078
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