Skulls, Financial Turbulence, and Risk Management
Posted: 15 Oct 2010
Date Written: October 13, 2010
Based on a methodology introduced in 1927 to analyze human skulls and later applied to turbulence in financial markets, this study shows how to use a statistically derived measure of financial turbulence to measure and manage risk and to improve investment performance.
Keywords: Portfolio Management: Portfolio Construction and Revision, Risk Management; Risk Management: Portfolio Risk Management
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