Stacy Cuffe

MSCI Inc.

88 Pine Street

2nd Floor

New York, NY 10005

United States

SCHOLARLY PAPERS

2

DOWNLOADS

228

CITATIONS

0

Scholarly Papers (2)

1.

Allocating Assets in Climates of Extreme Risk

MSCI Barra Research Paper No. 2011-08
Number of pages: 32 Posted: 27 Apr 2011
Stacy Cuffe and Lisa R. Goldberg
MSCI Inc. and University of California, Berkeley
Downloads 198 (112,946)

Abstract:

Allocating Assets Climates of Extreme Risk portfolio stress testing extreme scenario sset Allocation Stress Testing Risk Management Portfolio Construction investment processes

2.

Allocating Assets in Climates of Extreme Risk: A New Paradigm for Stress Testing Portfolios

Financial Analysts Journal, Vol. 68, No. 2, 2012
Posted: 26 Mar 2012
Stacy Cuffe and Lisa R. Goldberg
MSCI Inc. and University of California, Berkeley

Abstract:

Portfolio Management, Asset Allocation, Impact on Portfolio Returns, Economic Analysis and Capital Market Expectations, Macroeconomic Forecasts in Determining Asset Class/Security Return Expectations, Risk Management, Risk Management, Portfolio Risk Management