Crashes: Fat tails, frequency and size

VIDEO: Morningstar vice president of quantitative research discusses the fat tails, frequency and size of crashes and the ability of risk models to factor in such developments

Morningstar 22.10.2009
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Morningstar Vice President of Quantitative Research Paul D. Kaplan, PhD CFA, discusses the risk-reward trade-off within equities, takes a look at why traditional risk models are inadequate at factoring in the risk of economic downturns such as that of 2008, and suggests additional tools available to investors for achieving financial goals.

A larger screen version of the video can be viewed by clicking on this link.

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