Library
Chapter 19
Risk Management
Curated summaries of the key literature behind this chapter — the findings, the methods, and how to put them to work.
27 referenced in this chapter
This chapter Library is for Research-to-Production students
R2P students unlock curated summaries of every key paper behind this chapter — the core findings, the methods, and how to apply them — plus resources we keep adding over time.
Volatility forecast comparison using imperfect volatility proxies
Supervisory Guidance on Model Risk Management - SR Letter 11-7
Understanding Risk Parity
The Elements of Quantitative Investing
Why Does Stock Market Volatility Change Over Time?
plus 22 more references inside