Reader in Finance and Academic, Director of the Cambridge Centre for Endowment Asset Management (CEAM)
Dr. David Chambers
Strategy Insights
Tail risk management for multi-asset multi-factor strategies
Portfolio diversification as a means of managing tail risk
As investors seek diversify their portfolios through factors, rather than traditional asset classes alone, we explore the notion of tail risk management into the construction of multi-asset multi-factor portfolios.
Investment risks
- The value of investments and any income will fluctuate (this may partly be the result of exchange rate fluctuations) and investors may not get back the full amount invested.
Important information
- Where individuals or the business have expressed opinions, they are based on current market conditions, they may differ from those of other investment professionals and are subject to change without notice.
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