Tail Risk: Challenges, Mitigation, and Research Opportunities

S. Ramu Thiagarajan; Ashwin Alankar; Rustem Shaikhutdinov

doi:10.3905/joi.2015.24.2.113

Tail Risk: Challenges, Mitigation, and Research Opportunities

S. Ramu Thiagarajan, Ashwin Alankar and Rustem Shaikhutdinov

The Journal of Investing Summer 2015, 24 (2) 113-121; DOI: https://doi.org/10.3905/joi.2015.24.2.113

S. Ramu Thiagarajan

is the director of Fixed Income Quantitative Research at AB Global in New York, NY.

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For correspondence: ramu.thiagarajan@abglobal.com

Ashwin Alankar

is the global head of Asset Allocation and Risk at Janus Capital Group in Denver, CO.

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For correspondence: ashwin.alankar@janus.com

Rustem Shaikhutdinov

is a senior researcher for Fixed Income Quantitative Research at AB Global in New York, NY.

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For correspondence: rustem.shaikhutdinov@abglobal.com

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Vol. 24, Issue 2

Summer 2015

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Tail Risk: Challenges, Mitigation, and Research Opportunities