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Issue

Jul/Aug 2013: Advanced Portfolio Risk Management

Articles

Asset Allocation in a Shifting Economy: An Exploration of Testing Portfolio Allocations during Various Economic Scenarios

Daren Easterling, PhD, CIMA®®
Amanda McQuain

How to Assess Long-Term Investment Risk: A Case Study Using Mortgage-Backed Securities

Nigel D. Lewis, PhD

Integrated Equity Solutions

Jed Fogdall
Joseph Chi, CFA®

Investing in Volatile Times

Erik L. Knutzen, CFA®, CAIA®

Investor Leverage Aversion and Optimal Portfolios

Bruce I. Jacobs, PhD
Kenneth N. Levy, CFA®

Rethinking Asset Allocation and Investment Selection: Principles for Making Informed Decisions

Daniel Kern, CFA®
Gerard Cronin, CFA®

Risk Parity: An Alternative Approach to Asset Allocation

Meghan P. Elwell, JD, AIFA®
Alexander Pekker, PhD
Robert G. Smith III, CIMA®

The Efficient Frontier in Modern Portfolio Theory: Weaknesses and How to Overcome Them

Marcus Schulmerich, PhD, CFA®, FRM

Understanding Risk Parity

Thomas Lee, CFA®
Paul Bouchey, CFA®
Andrew Spellar