Daily Archives: May 8, 2021 at 06:59 am EDT

Book Bits: 8 May 2021

Strategic Risk Management: Designing Portfolios and Managing Risk
Campbell R. Harvey, et al.
Interview with co-author (Sandy Rattray) via HedgeWeek
Rattray – who has co-authored a new book on strategic risk management along with Man Group strategy advisor Professor Campbell Harvey, and Otto Van Hemert, director of core strategies at quant-focused Man AHL – believes the upheaval of the past 12 months have rendered tail event predictions “nearly impossible.”
Their new book, titled Strategic Risk Management: Designing Portfolios and Managing Risk, explores how risk management should be incorporated into the core design of investment portfolios, and examines how portfolio balancing and balanced return streams can be achieved through volatility targeting of higher-risk asset classes, and which defensive strategies offer capital protection.

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