Journal of Investment Strategies
ISSN:
2047-1238 (print)
2047-1246 (online)
Editor-in-chief: Ali Hirsa

Navigating risk cycles
Joakim Agerback and Tor Gudmundsen Sinclair
Abstract
ABSTRACT
This paper introduces "risk cycle analysis" as a simple, yet effective, process that enables investors to identify environment-specific return stream characteristics. Specifically, the information extracted from risk cycle analysis may be helpful to investors during the portfolio-construction process because it provides information concerning the relationship between a return stream and periods of varying realized volatility on a common benchmark instrument.
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Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
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