VAR and use of alternative risk measures of trading risk
- The Blind Side: Managing Downside Risk
in Corporate Defined-Benefit PlansAbdullah Z. Sheikh and Jianxiong SunThe Journal of Portfolio Management April 2013, 39 (3) 65-83; DOI: https://doi.org/10.3905/jpm.2013.39.3.065 - Practical Applications of Currency-Hedging Optimization for Multi-Asset PortfoliosHelen Guo and Laura RyanPractical Applications January 2019, 6 (3) 1-4; DOI: https://doi.org/10.3905/pa.6.3.295
- Practical Applications of An Index Methodology for Diversifying Business RiskRory Riggs, Jonathan Chandler and Mark T. FinnPractical Applications October 2018, 6 (2) 1-6; DOI: https://doi.org/10.3905/pa.6.2.290
- Maximize the Sharpe Ratio and Minimize a VaRRobert B. Durand, Hedieh Jafarpour, Claudia Klüppelberg and Ross MallerThe Journal of Wealth Management April 2010, 13 (1) 91-102; DOI: https://doi.org/10.3905/JWM.2010.13.1.091
- Turning Tail Risks into TailwindsJérôme Gava, Francisco Guevara and Julien TurcThe Journal of Portfolio Management February 2021, 47 (4) 41-70; DOI: https://doi.org/10.3905/jpm.2021.1.205
- INTRODUCTION: Quantitative Strategies: Multi-AssetFrank J. FabozziThe Journal of Portfolio Management May 2020, 46 (6) 1-3; DOI: https://doi.org/10.3905/jpm.2020.46.6.001
- PERSPECTIVES: The New Normal 2.0Mohamed A. El-ErianThe Journal of Portfolio Management June 2020, 46 (7) 1-4; DOI: https://doi.org/10.3905/jpm.2020.1.164
- Passive Implementation of Factor Diversification StrategiesKhalid (Kal) Ghayur, Ronan Heaney and Stephen PlattThe Journal of Index Investing May 2013, 4 (1) 52-61; DOI: https://doi.org/10.3905/jii.2013.4.1.052
- Do High Frequency Trading Firms Provide Two-Sided Liquidity?Deniz Ozenbas and Robert A. SchwartzThe Journal of Portfolio Management July 2018, 44 (7) 63-74; DOI: https://doi.org/10.3905/jpm.2018.1.081
- Trade-Off in Multifactor Smart Beta Investing: Factor Premium and Implementation CostFeifei Li and Joseph (Yoseop) ShimThe Journal of Portfolio Management February 2019, 45 (3) 115-124; DOI: https://doi.org/10.3905/jpm.2019.45.3.115
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