Tail risks
- Is Risk-Neutral Skewness an Indicator of Downside Risk? Evidence from Tail Risk Taking of Hedge FundsThorsten LehnertThe Journal of Derivatives February 2022, 29 (3) 65-84; DOI: https://doi.org/10.3905/jod.2022.1.148
- 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, jwm.2018.1.064; DOI: https://doi.org/10.3905/jwm.2018.1.064
- Knowing What to Worry About: A Goals-Based
Application of Fragility Detection TheoryFranklin J. ParkerThe Journal of Wealth Management April 2017, 20 (1) 10-16; DOI: https://doi.org/10.3905/jwm.2017.20.1.010 - Editor’s LetterJean L.P. BrunelThe Journal of Wealth Management July 2015, 18 (2) 1-4; DOI: https://doi.org/10.3905/jwm.2015.18.2.001
- What Causes Workers to Retire before They Plan?Alicia H. Munnell, Geoffrey T. Sanzenbacher and Matthew S. RutledgeThe Journal of Retirement October 2018, 6 (2) 35-52; DOI: https://doi.org/10.3905/jor.2018.6.2.035
- Editor’s LetterBrett HammondThe Journal of Retirement October 2018, 6 (2) 1-2; DOI: https://doi.org/10.3905/jor.2018.6.2.001
- Migrating with Black Swans: Climate Risk and
Retirement PlanningJohn B. MitchellThe Journal of Retirement October 2016, 4 (2) 24-36; DOI: https://doi.org/10.3905/jor.2016.4.2.024 - Editor’s LetterGeorge A. (Sandy) MackenzieThe Journal of Retirement June 2016, 4 (1) 1-5; DOI: https://doi.org/10.3905/jor.2016.4.1.001
- Optimal Choice between CAT Bond and Debt to Cover the Risks of Natural DisastersAdama Sanou, Issouf Soumaré and Claude FluetThe Journal of Fixed Income June 2021, 31 (1) 97-123; DOI: https://doi.org/10.3905/jfi.2021.1.113
- How Valuable are the TALF Puts?Vineer Bhansali and Mark B WiseThe Journal of Fixed Income September 2009, 19 (2) 71-75; DOI: https://doi.org/10.3905/jfi.2009.19.2.071
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