Abstract
WHAT IS THE ISSUE?
Extreme market moves can impact portfolios, causing them to lose value, which may not be captured by conventional risk measures. Diversification breakdown may mean portfolio values are not protected.
WHAT DOES IT MEAN FOR ME?
With guidance, you may be able to determine the impact on your portfolio and arrange for portfolio restructuring to limit the downside.
WHAT CAN I TAKE AWAY?
Protecting portfolios from adverse consequences of extreme events is possible, and, in the process, you will have made an active contribution to fulfilling your fiduciary duties.
Extreme market moves can impact portfolios, causing them to lose value, which may not be captured by conventional risk measures. Diversification breakdown may mean portfolio values are not protected.
WHAT DOES IT MEAN FOR ME?
With guidance, you may be able to determine the impact on your portfolio and arrange for portfolio restructuring to limit the downside.
WHAT CAN I TAKE AWAY?
Protecting portfolios from adverse consequences of extreme events is possible, and, in the process, you will have made an active contribution to fulfilling your fiduciary duties.
| Original language | English |
|---|---|
| Pages | 62-63 |
| Number of pages | 2 |
| Volume | 24 |
| No. | 8 |
| Specialist publication | STEP Journal |
| Publication status | Published - 1 Oct 2016 |
| Externally published | Yes |
Bibliographical note
Q21ASJC Scopus subject areas
- Economics, Econometrics and Finance(all)