RT Journal Article
SR Electronic
T1 The Ps of Pricing and Risk Management, Revisited
JF The Journal of Portfolio Management
FD Institutional Investor Journals
SP 106
OP 112
DO 10.3905/JPM.2010.36.2.106
VO 36
IS 2
A1 Vineer Bhansali
YR 2010
UL https://pm-research.com/content/36/2/106.abstract
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