Capturing fat tails

In this post-crisis era, there is universal agreement that financial assets are indeed fat-tailed and that investment managers must take extreme events into account as part of their everyday risk management processes. But deliberation continues at a high level on how risk management approaches and practices should change. While academic research has provided a vast offering of modern risk methods and analytic techniques, the race to integrate them into standard risk platforms has just begun.


Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: