RT Journal Article SR Electronic T1 Portfolio Risk Mitigation JF The Journal of Index Investing FD Institutional Investor Journals SP 87 OP 94 DO 10.3905/jii.2011.2.1.087 VO 2 IS 1 A1 Jim Pritchard YR 2011 UL https://pm-research.com/content/2/1/87.abstract 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