PT  - JOURNAL ARTICLE
AU  - Vineer Bhansali
TI  - The Ps of Pricing and Risk Management, Revisited
AID  - 10.3905/JPM.2010.36.2.106
DP  - 2010 Jan 31
TA  - The Journal of Portfolio Management
PG  - 106--112
VI  - 36
IP  - 2
4099  - https://pm-research.com/content/36/2/106.short
4100  - https://pm-research.com/content/36/2/106.full
AB  - Traditional pricing and risk management principles have to be reconsidered in the light of the involvement of large public and private participants in the securities markets. The author explores the impact of the actions of participants on the building blocks of asset pricing models as well as the emergence of the impact of the policy factor on asset pricing and risk measurement. This discussion re-emphasizes the need for simple principles for asset selection and portfolio construction.TOPICS: Portfolio construction, risk management, real assets/alternative investments/private equity