Systemic risk measurement an early warning for investors
Systemic risk could be the silver bullet everyone is looking for in portfolio management, with high systemic risk in markets proven to be a precursor to heightened tail risk.
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No rewards as systemic risk and turbulence ratings soar
The market is reflecting a high state of systemic risk and turbulence, and investors should adjust their allocation to growth assets accordingly, says Lucas Turton, chief investment strategist of Windham Capital Management.
The evolution of risk
Chief investment officer of Windham Capital Management and researcher extraordinaire, Mark Kritzman, is using his proprietary turbulence and systemic risk indicators to calculate the internal systemic risk of total institutional portfolios. He says this analysis can deliver a powerful precursor to portfolio volatility in the future.
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