Portfolio Management and the European Crisis

Munenzon, Mikhail

doi:10.2139/ssrn.1957334

Abstract

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Portfolio Management and the European Crisis

Mikhail Munenzon

The Observatory

November 9, 2011

Abstract:
Comments and practical guidelines on a robust portfolio management process in the presence of tail events.

Number of Pages in PDF File: 14

Keywords: portfolio management, investment management, risk management, tail risk, liquidity, leverage

JEL Classification: B00, C00, C10, C60, C80

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Date posted: November 9, 2011 ; Last revised: November 29, 2011

Suggested Citation

Munenzon, Mikhail, Portfolio Management and the European Crisis (November 9, 2011). Available at SSRN: http://ssrn.com/abstract=1957334 or http://dx.doi.org/10.2139/ssrn.1957334

Contact Information

Mikhail Munenzon (Contact Author)

The Observatory ( email )

Whitestone, NY 11357
United States