Estimating Portfolio Risk for Tail Risk Protection Strategies

April 12, 2018

What are the best approaches for limiting the downside risk of an investment? David Happersberger, Harald Lohre and Ingmar Nolte explore various tail risk forecasting techniques and investigate the effectiveness of risk targeting and dynamic proportion portfolio insurance strategies.

BylawsCode of ConductPrivacy NoticeTerms of Use © 2022 Global Association of Risk Professionals