PT  - JOURNAL ARTICLE
AU  - Jim Pritchard
TI  - Portfolio Risk Mitigation
AID  - 10.3905/jii.2011.2.1.087
DP  - 2011 May 31
TA  - The Journal of Index Investing
PG  - 87--94
VI  - 2
IP  - 1
4099  - https://pm-research.com/content/2/1/87.short
4100  - https://pm-research.com/content/2/1/87.full
AB  - Pritchard looks at asset allocation to determine if it does indeed help investors protect against significant losses. Asset allocation, market timing, and other previously accepted risk mitigation techniques are broken down and analyzed as to their effectiveness. In addition, more recent developments in portfolio protection are reviewed.TOPICS: Portfolio construction, portfolio theory, VAR and use of alternative risk measures of trading risk