Tail risks
- Tail-Risk PerspectivesStuart I. GreenbaumThe Journal of Investing May 2015, 24 (2) 164-175; DOI: https://doi.org/10.3905/joi.2015.24.2.164
- Working Your Tail Off: Active Strategies Versus Direct HedgingAttakrit Asvanunt, Lars N. Nielsen and Daniel VillalonThe Journal of Investing May 2015, 24 (2) 134-145; DOI: https://doi.org/10.3905/joi.2015.24.2.134
- Behavioral Perspectives on Tail-Risk HedgingVineer BhansaliThe Journal of Investing May 2015, 24 (2) 122-133; DOI: https://doi.org/10.3905/joi.2015.24.2.122
- Tail Risk: Challenges, Mitigation, and Research OpportunitiesS. Ramu Thiagarajan, Ashwin Alankar and Rustem ShaikhutdinovThe Journal of Investing May 2015, 24 (2) 113-121; DOI: https://doi.org/10.3905/joi.2015.24.2.113
- Extreme Values Theory and Return Level Analysis
for Catastrophe PredictionAmitesh Kapoor and Utkarsh ShrivastavaThe Journal of Investing May 2014, 23 (2) 124-135; DOI: https://doi.org/10.3905/joi.2014.23.2.124 - International Diversification in a Troubled World: Do Frontier Assets Still Improve the Efficient Frontier?Daniel M. KohlertThe Journal of Investing May 2011, 20 (2) 42-49; DOI: https://doi.org/10.3905/joi.2011.20.2.042
- Climate Risk and Real Estate Prices: What Do We Know?Jim Clayton, Steven Devaney, Sarah Sayce and Jorn Van de WeteringThe Journal of Portfolio Management September 2021, 47 (10) 75-90; DOI: https://doi.org/10.3905/jpm.2021.1.278
- INTRODUCTION: Resilient Real EstateJim Clayton, Frank J. Fabozzi, S. Michael Giliberto, Jacques N. Gordon, Youguo Liang, Greg MacKinnon and Asieh MansourThe Journal of Portfolio Management September 2021, 47 (10) 11-24; DOI: https://doi.org/10.3905/jpm.2021.1.277
- Developing Practical Investment ResilienceJarrod WilcoxThe Journal of Portfolio Management October 2021, 48 (1) 115-132; DOI: https://doi.org/10.3905/jpm.2021.1.298
- Portfolio Protection? It’s a Long (Term) Story…Nicholas McQuinn, Ashwin Thapar and Dan VillalonThe Journal of Portfolio Management January 2021, 47 (3) 35-50; DOI: https://doi.org/10.3905/jpm.2020.1.203
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