Portfolio Construction and Tail Risk

Chris Downing, Ananth Madhavan, Alex Ulitsky and Ajit Singh
The Journal of Portfolio Management Fall 2015, 42 (1) 85-102; DOI: https://doi.org/10.3905/jpm.2015.42.1.085

Article Information

vol. 42 no. 1 85-102
DOI 
https://doi.org/10.3905/jpm.2015.42.1.085
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online October 31, 2015.
Copyright & Usage 
© 2015 Pageant Media Ltd

Author Information

  1. Chris Downing
    1. is a director at BlackRock, Inc. in San Francisco, CA. (chris.downing{at}blackrock.com)
  2. Ananth Madhavan
    1. is global head of iShares research at BlackRock, Inc. in San Francisco, CA. (ananth.madhavan{at}blackrock.com)
  3. Alex Ulitsky
    1. is a director at BlackRock, Inc. in San Francisco, CA. (alex.ulitsky{at}blackrock.com)
  4. Ajit Singh
    1. is chief risk officer of the United Nations UNJSPF/Investments in New York, NY. (asingh{at}unims.org)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
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Portfolio Construction and Tail Risk
Chris Downing, Ananth Madhavan, Alex Ulitsky, Ajit Singh
The Journal of Portfolio Management Oct 2015, 42 (1) 85-102; DOI: 10.3905/jpm.2015.42.1.085
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