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Post-Crisis Measures of Risk

by jmurphy on 29 Sep 2010

In the wake of the financial crisis there has been a call to re-evaluate risk measurement in financial models to better predict economic downturns. Morningstar’s Director of Quantitative Research, Dr. Paul Kaplan, discusses his current work in developing new risk models in a post-crisis world. The article on FT Adviser can be found here.

Posted in: Research,

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