Strategic Risk Management audiobook cover - Designing Portfolios and Managing Risk

Strategic Risk Management

Designing Portfolios and Managing Risk

Campbell R. Harvey, Sandy Rattray & Otto van Hemert

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Chapter Overview

Description

Strategic Risk Management (2021) reimagines risk management in the wake of the COVID-19 pandemic. This new framework emphasizes a unified approach that aligns investment and risk processes – featuring defensive strategies, drawdown risk controls, volatility targeting, and rebalancing. 

Who Should Listen

  • Savvy investors
  • Financial professionals
  • Finance students and enthusiasts

About the Authors

Sandy Rattray is CIO of Man, a London-based investment group. He was previously a managing director at Goldman Sachs.

Otto van Hemert is a former finance faculty member of NYU Stern and the current Director of Core Strategies at Man AHL. 

Campbell R. Harvey is a professor of finance at Duke University, a research associate at the National Bureau of Economic Research, and an investment strategy advisor at Man.