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Tail risks

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  • Is Risk-Neutral Skewness an Indicator of Downside Risk? Evidence from Tail Risk Taking of Hedge Funds
    Thorsten Lehnert
    The 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 Horizons
    Sarah J. Campbell, James Chong, William P. Jennings and G. Michael Phillips
    The 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 Theory
    Franklin J. Parker
    The Journal of Wealth Management April 2017, 20 (1) 10-16; DOI: https://doi.org/10.3905/jwm.2017.20.1.010
  • Editor’s Letter
    Jean L.P. Brunel
    The 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. Rutledge
    The Journal of Retirement October 2018, 6 (2) 35-52; DOI: https://doi.org/10.3905/jor.2018.6.2.035
  • Editor’s Letter
    Brett Hammond
    The 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 Planning
    John B. Mitchell
    The Journal of Retirement October 2016, 4 (2) 24-36; DOI: https://doi.org/10.3905/jor.2016.4.2.024
  • Editor’s Letter
    George A. (Sandy) Mackenzie
    The 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 Disasters
    Adama Sanou, Issouf Soumaré and Claude Fluet
    The 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 Wise
    The 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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