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.

Suggested Citation

Finger, Christopher C., Riskmetrics Journal - Winter 2003 (January 5, 2004). RiskMetrics Group Research, Vol. 3, No. 2, Winter 2002-2003. Available at SSRN: https://ssrn.com/abstract=1524965 or http://dx.doi.org/10.2139/ssrn.1524965

Christopher C. Finger (Contact Author)

RiskMetrics Group - MSCI ( email )

1 Chase Manhattan Plaza
New York, NY
United States

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