Tail Risk: What it is and why it matters

By on September 15, 2010

Welton Investment Corporation has published a paper entitled, “Tail Risk: About 5x Worse Than You May Think.” Their analysis of 50 years of stock market history suggests that investors have significantly underestimated tail risk frequency and severity. It is a very enlightening read.

Source: Welton

Leave a Reply

Your email address will not be published. Required fields are marked *

You may use these HTML tags and attributes: <a href="" title=""> <abbr title=""> <acronym title=""> <b> <blockquote cite=""> <cite> <code> <del datetime=""> <em> <i> <q cite=""> <strike> <strong>