Work

Skulls, Financial Turbulence, and Risk Management

Year: 2010

Type: article

Abstract: Based on a methodology introduced in 1927 to analyze human skulls and later applied to turbulence in financial markets, this study shows how to use a statistically derived measure of financial turbulence to measure and manage risk and to improve investment performance. View a webinar based on this article.

Source: Financial Analysts Journal

DOI: 10.2469/faj.v66.n5.3

Authors: Mark Kritzman, Yuanzhen Li

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2099233100

FWCI: 15.59

Cites: 16

Cited by: 212

Related to: 10