Financial advisors need to assess their clients’ risk profile to properly manage their portfolio risk and comply with … regulatory provisions. Assessing an investor’s financial risk tolerance (FRT) is a challenge in the advisory process and none of … financial advisors looking to improve their customers’ risk profiling …

We introduce a new class of momentum strategies, the risk-adjusted time series momentum (RAMOM) strategies, which are … how these volatility measures can be used for risk management. We find that momentum risk management significantly … increases Sharpe ratios, but at the same time may lead to more pronounced negative skewness and tail risk. Furthermore, momentum …

benchmarks use the lower partial moment as a risk measure. The lower partial moment, however, doesn’t entirely describe the panic …

A risk management strategy is proposed as being robust to the Global Financial Crisis (GFC) by selecting a Value-at-Risk … VaR forecasts of a set of conditional volatility models. This risk management strategy is GFC-robust in the sense that … maintaining the same risk management strategies before, during and after a financial crisis would lead to comparatively low daily …

.The assessment of investors' risk tolerance by investment firms is a crucial issue both for regulators and for the … industry. The economic and psychological literature has identified a set of factors affecting the risk preferences and … perception by individuals and a series of features that make the questionnaire an effective tool for risk profiling. The present …

Ackert and Deaves (2010) said that most people have tendency to being risk averse, but with appropriate amount of … compensation, people may take more risk. Understanding those circumstances, this research trying to figure risk involved in a Mean …-Variance Model. This model has taken consideration about investor risk preference in composed VAR model. VAR define as a measure of …