Title

Three R’s to the Rescue – Revitalizing Portfolios with Risk Factors, Regime Analysis and Robust Risk Management Systems

Document Type

Report

Publication Date

1-2013

Department

Barowsky School of Business

Abstract

The financial turbulence of the last decade didn’t just damage portfolios; it also dealt a blow to longstanding ideas about how to manage them. We believe that traditional approaches to asset allocation and risk management are unlikely to fare much better in years to come.

Rights

Copyright © 2013 BlackRock. All rights reserved.

Publisher Statement

Originally published as Dopfel, F. E., & LeGraw, C. (2013). Three R’s to the Rescue–Revitalizing Portfolios with Risk Factors, Regime Analysis and Robust Risk Management Systems.