Tail risks
- Asymmetric Dependence Implications for Extreme Risk ManagementGeorges TsafackThe Journal of Derivatives August 2009, 17 (1) 7-20; DOI: https://doi.org/10.3905/JOD.2009.17.1.007
- A New Approach to Comparing VaR Estimation MethodsChristophe Pérignon and Daniel R SmithThe Journal of Derivatives November 2008, 16 (2) 54-66; DOI: https://doi.org/10.3905/JOD.2008.16.2.054
- General Equilibrium and Risk Neutral Framework for Option Pricing with a Mixture of DistributionsLuiz Vitiello and Ser-Huang PoonThe Journal of Derivatives May 2008, 15 (4) 48-60; DOI: https://doi.org/10.3905/jod.2008.707210
- Editor's LetterStephen FiglewskiThe Journal of Derivatives November 2007, 15 (2) 6-7; DOI: https://doi.org/10.3905/jod.2007.699049
- The Early Bird Catches the Intraday TrendJérôme Gava, Roxton McNeal and Julien TurcThe Journal of Investing November 2021, 31 (1) 47-75; DOI: https://doi.org/10.3905/joi.2021.1.209
- Financial Globalization and Its Implications for Diversification of Portfolio RiskRamu Thiagarajan, Jiho Han, Aaron Hurd, Hanbin Im and Gaurav MallikThe Journal of Investing September 2021, 30 (6) 22-33; DOI: https://doi.org/10.3905/joi.2021.1.197
- Maximum Drawdown Distributions: The Cross-Asset DimensionPeter Warken and Angelina KostyrinaThe Journal of Investing September 2021, 30 (6) 7-21; DOI: https://doi.org/10.3905/joi.2021.1.194
- Risk Capacity Portfolio ConstructionMatthew W. SherwoodThe Journal of Investing January 2021, 30 (2) 31-52; DOI: https://doi.org/10.3905/joi.2020.1.163
- History, Shocks, and Drifts: A New Approach to Portfolio FormationMark Kritzman and David TurkingtonThe Journal of Portfolio Management January 2022, 48 (3) 142-152; DOI: https://doi.org/10.3905/jpm.2021.1.321
- Carbon Footprint for Dynamically Rebalanced PortfoliosCarmine de Franco and Bruno MonnierThe Journal of Investing February 2018, 27 (1) 121-133; DOI: https://doi.org/10.3905/joi.2018.1.066
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