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Strategic Risk Management: Out-of-Sample Evidence from the COVID-19 Equity Selloff

Authors :
Campbell R. Harvey
Edward Hoyle
Sandy Rattray
Otto van Hemert
Source :
SSRN Electronic Journal.
Publication Year :
2020
Publisher :
Elsevier BV, 2020.

Abstract

Over the 2016-2019 period, we released a series of research papers on the topic of “strategic risk management”, or the embedding of risk management into investm

Details

ISSN :
15565068
Database :
OpenAIRE
Journal :
SSRN Electronic Journal
Accession number :
edsair.doi...........a1d82ad5f688e25dbf7269bc70e9d22a
Full Text :
https://doi.org/10.2139/ssrn.3655196