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Tail Risk
Tail Risk: Who’s Afraid of King Kong?
How quickly we forget. After a bullish 2018, tail risk is back. Which means it's a good time to talk with risk management expert Raphael Douady.
Nobel Prize Winner Thomas Sargent on Risk, Ambiguity, and Investment Decision Making
The New York University professor contends that investors often mistake ambiguity premia for risk premia because of faulty financial models.
Monitoring, Managing, and Hedging against Tail Risks
Robert Litterman of Kepos Capital and Pranay Gupta, CFA, of Lombarad Odier Darier Hentsch will speak at this year’s Research Foundation Workshop for the Practitioner, focusing on identifying and protecting against tail risk.