Become a member and subscribe Login

Markets remain fragile

Amanda White

May 05, 2020

A risk management strategy that measures the resil
Continue Reading

Access the full content on Top1000funds.com

Join the global institutional investment platform read by the world's largest asset owners, fund managers and consultants.

New here

Create an account

Complimentary to register. We'll verify your details and grant access to the archive, our newsletters and the Asset Owner Directory (enhanced features coming soon).
Create your Top1000funds.com subscription account
Already a member

Sign in

Already activated your account? Sign in to continue reading and access your saved articles, preferences and member-only content.
Or request login link
Asset owners get permanent complimentary access. Learn more about memberships

,

One response to “Markets remain fragile”

  1. James G. Lee, PhD, CFA, FRM

    Amanda, thanks for reporting Prof. Mark Kritzman’s cutting-edge work! I am reading their 2017 book, “A Practitioner’s Guide to Asset Allocation”, include chapter 16: Regime Shifts. To my understanding, there are three models/indicators: 1) Regime Shifts thru Hidden Markov Model, 2) Absorption Ratio, and 3) Financial Turbulence. With the high volatility of equity markets as we we have been experiencing since last week, I am wondering what their models/indicators are telling us this time? Also, what are the advantages of these models/indicators over implied volatilities (e.g., VXN for QQQ, VIX for SPY)? Would these three models/indicators provide earlier warnings and/or more accurate signals about upcoming market turbulence? If yes, how many days do these models expect the market turbulence to last this time? Thanks! James Lee, PhD, CFA

Leave a Comment

More from this fund

‘Quiet accumulation’ of US reforms raising financial crisis risk: Stanford scholar

Top1000funds.com

September 21, 2026

Computing power, not sanctions, the real lever over China: Kotkin

Top1000funds.com

September 18, 2026

Concentration and dependence are two AI issues asset owners should fear

Simon Hoyle

September 17, 2026

AI, data and ‘a better job’ on retail: Blue Owl co-CEO on private markets’ next chapter

Darcy Song

September 17, 2026

Long Covid for the global economy

Long Covid for the global economy

Prevention is the balm for global economic shock, says respected central bank adviser Professor Warwick McKibbin who says the world’s economic future is uncertain and inflation is likely to remain under a persistent pandemic.

Meredith Booth

January 13, 2022

Amazon under fire

Amanda White

January 22, 2021

Economists call for targeted spending

Amanda White

January 19, 2021

USS takes advantage of dislocations

Amanda White

January 14, 2021

The best of 2020

Amanda White

December 22, 2020

Sort content by

COVID-19 vaccination by year-end: Oxford

The only solution to the problem of COVID-19 is a vaccination. Oxford University's Jenner Institute is one of the organization's racing to provide a vaccine, and it's director Adrian Hill believes the Institute could have cracked it by year-end.

Sarah Rundell

June 29, 2020

FIS 2020: A sustainable recovery?

In our second feature looking ahead to FIS 2020, we highlight how the conference will focus on growing calls for a sustainable recovery and purposeful companies. Nobel prize winner Esther Duflo will talk on solutions to inequality, magnified during the pandemic.

Sarah Rundell

June 11, 2020

Bridgewater: $41 trillion hole in income

Bridgewater Associates, the world’s largest hedge fund, has identified a $27 trillion hole in global corporate income from the outbreak of the pandemic, that will be filled "unevenly".

Sarah Jones

June 04, 2020

Campbell Harvey: cautiously optimistic

Campbell Harvey, Professor of Finance at Duke University, is optimistic there will be a vaccine developed in the fourth quarter of this year, a period where he also predicts a return to economic growth. However inflation is his biggest fear.

Amanda White

June 02, 2020

Marks: is it time to be aggressive?

When assets prices are well below their intrinsic value it is a trigger for founder of Oaktree Capital, Howard Marks, to become “incredibly aggressive”.

Amanda White

June 02, 2020

MMT: unemployment a policy choice

Unemployment is a policy choice, according to Professor Bill Mitchell, the father of Modern Monetary Theory (MMT). He says there is no reason that unemployment should be at the current levels.

Amanda White

June 01, 2020

Previous
Load more

Fiduciary Investors Podcast Series

Listen to Podcast

Subscribe now to

Become a member and subscribe

Join Now

Top1000funds.com is the market leading news and analysis site for the world’s largest institutional investors. It focuses on leading the global investment industry to continuous improvement through case studies of best practice in governance and decision making, portfolio construction and efficient portfolio management, fees and costs, and sustainable investing.

The publication pushes the industry to question whether status quo processes and behaviours to tackle risks and opportunities will be sufficient in the future, and actively campaigns for diversity, sustainability, transparency, innovation and better alignment of fees in the investment industry.

Top1000funds.com is read by investment professionals in more than 40 countries.

Privacy Policy | Terms of Service | Cookie Policy | AI Editorial Policy