Skulls, Financial Turbulence, and Risk Management

被引：106

作者：

Kritzman, Mark ^{[1
]}

Li, Yuanzhen ^{[1
]}

机构：

[1] Windham Capital Management LLC, Cambridge, MA USA

来源：

FINANCIAL ANALYSTS JOURNAL | 2010年 / 66卷 / 05期

关键词：

D O I：

10.2469/faj.v66.n5.3

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

Based on a methodology introduced in 1927 to analyze human skulls and later applied to turbulence in financial markets, this study shows how to use a statistically derived measure of financial turbulence to measure and manage risk and to improve investment performance.

引用

收藏

页码：30 / 41

页数：12

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