Tail risks
- An Empirical Investigation of MBS Liquidity RiskJinyong KimThe Journal of Fixed Income March 2009, 18 (4) 39-46; DOI: https://doi.org/10.3905/JFI.2009.18.4.039
- Be Prepared: Exploring Future Climate-Related Risk for Residential and Commercial Real Estate PortfoliosMark Westcott, John Ward, Swenja Surminski, Paul Sayers, David N. Bresch and Bronwyn ClaireThe Journal of Alternative Investments June 2020, 23 (1) 24-34; DOI: https://doi.org/10.3905/jai.2020.1.100
- INVITED EDITORIAL COMMENT: Climate Change Implications for the Asset Management IndustryDarwin Choi, Zhenyu Gao and Wenxi JiangThe Journal of Alternative Investments June 2020, 23 (1) 8-11; DOI: https://doi.org/10.3905/jai.2020.23.1.008
- Practical Applications of Hedging High-Yield and Emerging Market Bond Tail Risk With VIX® FuturesBerlinda Liu and Hong XieThe Journal of Alternative Investments July 2019, 22 (Supplement) 1-6; DOI: https://doi.org/10.3905/jai.22.s1.001
- When Do Investors Freak Out? Machine Learning Predictions of Panic SellingDaniel Elkind, Kathryn Kaminski, Andrew W. Lo, Kien Wei Siah and Chi Heem WongThe Journal of Financial Data Science January 2022, 4 (1) 11-39; DOI: https://doi.org/10.3905/jfds.2021.1.085
- Machine Learning for Recession Prediction and Dynamic Asset AllocationAlexander James, Yaser S. Abu-Mostafa and Xiao QiaoThe Journal of Financial Data Science July 2019, 1 (3) 41-56; DOI: https://doi.org/10.3905/jfds.2019.1.007
- Reconsidering Hedge Fund ContagionRichard Sias, H.J. Turtle and Blerina ZykajThe Journal of Alternative Investments June 2018, 21 (1) 27-38; DOI: https://doi.org/10.3905/jai.2018.21.1.027
- Limits to Diversification: Tail Risks in Real Estate PortfoliosMichael SteinThe Journal of Alternative Investments June 2017, 20 (1) 61-80; DOI: https://doi.org/10.3905/jai.2017.20.1.061
- TRC Networks and Systemic RiskAndrew W. Lo and Roger M. SteinThe Journal of Alternative Investments March 2016, 18 (4) 52-67; DOI: https://doi.org/10.3905/jai.2016.18.4.052
- How Useful Are Aggregate Measures of Systemic Risk?Harry MamayskyThe Journal of Alternative Investments March 2016, 18 (4) 13-32; DOI: https://doi.org/10.3905/jai.2016.18.4.013
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