14 Pages Posted: 9 Nov 2011 Last revised: 29 Nov 2011
Date Written: November 9, 2011
Comments and practical guidelines on a robust portfolio management process in the presence of tail events.
Keywords: portfolio management, investment management, risk management, tail risk, liquidity, leverage
JEL Classification: B00, C00, C10, C60, C80
Suggested Citation: Suggested Citation