Strategic Risk Management: Designing Portfolios and Managing Risk

  • 4h 38m
  • Campbell R. Harvey, Otto Van Hemert, Sandy Rattray
  • John Wiley & Sons (US)
  • 2021
This book provides readers with a new framework for portfolio design that includes defensive strategies, drawdown risk controls, volatility targeting, and actively timing rebalancing trades. You will learn about how the book's new approach to risk management fared during the recent market drawdown at the height of the COVID-19 pandemic.