Harvey, Campbell R.; Rattray, Sandy; Hemert, Otto van - 2021 - First edition
"Risk management is a trending topic. We have recently lived through the global pandemic, which sent equity markets … into a tailspin. Despite its relevance, risk management remains a poorly understood afterthought, with portfolios designed … and handed off to the risk management team without a backward glance. Our book presents a different vision. It is based on …