Pranay Gupta, CFA, discusses various avenues of tail risk management that are open to asset allocators and portfolio managers.
Pranay Gupta, CFA, discusses various avenues of tail risk management that are open to asset allocators and portfolio managers. Specifically, he addresses several topics including whether conventional risk measures and specifications correctly specify tail risk, as well as the interrelationships between tail risk and the asset allocation, security selection, and portfolio construction processes.
Specifying and Managing Tail Risk in Portfolios: A Practical Approach
Pranay Gupta, CFA, discusses various avenues of tail risk management that are open to asset allocators and portfolio managers.
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