Article

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.
View Full Text

Cited By...

Back to top

Explore our content to discover more relevant research

In this issue

Print
Download PDF
Article Alerts
Email Article
Citation Tools
Save To My Folders
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
del.icio.us logo Digg logo Reddit logo Twitter logo CiteULike logo Facebook logo Google logo LinkedIn logo Mendeley logo
Facebook Like LinkedIn logo

Jump to section