Download this Paper Open PDF in Browser

Portfolio Management and the European Crisis

14 Pages Posted: 9 Nov 2011 Last revised: 29 Nov 2011

Mikhail Munenzon

Reformation Technologies

Date Written: November 9, 2011

Abstract

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

Munenzon, Mikhail, Portfolio Management and the European Crisis (November 9, 2011). Available at SSRN: https://ssrn.com/abstract=1957334 or http://dx.doi.org/10.2139/ssrn.1957334

Mikhail Munenzon (Contact Author)

Reformation Technologies ( email )

10 Wright Street
Suite 250
Westport, CT 06880
United States

Paper statistics

Downloads
487
Rank
47,505
Abstract Views
1,408