Tail risks
- Implied Mortality for the Firm: The Market Tells the TailMaggie Copeland, Thomas Copeland and Koda SongThe Journal of Portfolio Management January 2021, 47 (3) 122-134; DOI: https://doi.org/10.3905/jpm.2020.1.199
- Preparing a Multi-Asset Class Portfolio for Shocks to Economic GrowthEugene Podkaminer, Wylie Tollette and Laurence SiegelThe Journal of Portfolio Management December 2018, 45 (2) 106-116; DOI: https://doi.org/10.3905/jpm.2018.45.2.106
- Right Tail Hedging: Managing Risk When Markets Melt UpVineer BhansaliThe Journal of Portfolio Management July 2018, 44 (7) 55-62; DOI: https://doi.org/10.3905/jpm.2018.44.7.055
- Predicting Stock Market Crashes in ChinaSébastien Lleo and William T. ZiembaThe Journal of Portfolio Management April 2018, 44 (5) 125-135; DOI: https://doi.org/10.3905/jpm.2018.1.078
- The Impact of Volatility TargetingCampbell R. Harvey, Edward Hoyle, Russell Korgaonkar, Sandy Rattray, Matthew Sargaison and Otto Van HemertThe Journal of Portfolio Management October 2018, 45 (1) 14-33; DOI: https://doi.org/10.3905/jpm.2018.45.1.014
- Editors’ Introduction to the Special Issue on Novel Risks and Sources of Volatility: Identification and Measurement Challenges for Portfolio ManagementFrank J. Fabozzi and Ahmet K. KaragozogluThe Journal of Portfolio Management September 2021, 47 (9) 1-4; DOI: https://doi.org/10.3905/jpm.2021.1.289
- Novel Risks: A Research and Policy OverviewAhmet K. KaragozogluThe Journal of Portfolio Management September 2021, 47 (9) 11-34; DOI: https://doi.org/10.3905/jpm.2021.1.287
- The Market Measure of Carbon Risk and its Impact on the Minimum Variance PortfolioThéo Roncalli, Théo Le Guenedal, Frédéric Lepetit, Thierry Roncalli and Takaya SekineThe Journal of Portfolio Management September 2021, 47 (9) 54-68; DOI: https://doi.org/10.3905/jpm.2021.1.285
- Foundations of Climate Investing: How Equity Markets Have Priced Climate-Transition RisksGuido Giese, Zoltán Nagy and Bruno RauisThe Journal of Portfolio Management September 2021, 47 (9) 35-53; DOI: https://doi.org/10.3905/jpm.2021.1.283
- The Implications of Contemporary Research on COVID-19 for Volatility and Portfolio ManagementDominique Outlaw, Aimee Hoffmann Smith and Na WangThe Journal of Portfolio Management September 2021, 47 (9) 159-177; DOI: https://doi.org/10.3905/jpm.2021.1.282
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