Riskmetrics Journal - Winter 2003
68 Pages Posted: 20 Dec 2009
Date Written: January 5, 2004
This issue of the Journal focuses on risk management for longer-term portfolios. The ﬁrst article, by Eugene Stern, deals with a classic problem that individual investors face, but that is also important to institutional asset managers: how can one tell if a portfolio is poorly diversiﬁed? It complements an earlier paper on “Estimating issuer-speciﬁc risk for corporate bonds” in the Summer 2002 RiskMetrics Journal.
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