Portfolio Construction: Risk as a profit centre

Managing and monitoring tail risk is not just about insuring against extreme losses. Boryana Racheva-Iotova describes the potential for expected tail loss measures to feed into tactical portfolio optimisation where variance is traditionally deployed

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access-denied-testimonial

IPE editorial provides coverage of foreign pension funds’ experiences from which we can take ideas; we can also use it to share ideas regarding new and pioneering projects.

Ivonne Forno , CEO of Laborfonds