Windham Capital Management

Systemic risk measurement an early warning for investors

Systemic risk could be the silver bullet everyone is looking for in portfolio management, with high systemic risk in markets proven to be a precursor to heightened tail risk.

Amanda WhiteMarch 14, 2012

No rewards as systemic risk and turbulence ratings soar

The market is reflecting a high state of systemic risk and turbulence, and investors should adjust their allocation to growth assets accordingly, says Lucas Turton, chief investment strategist of Windham Capital Management.

Amanda WhiteOctober 19, 2011

Uncategorised posts

The evolution of risk

Chief investment officer of Windham Capital Management and researcher extraordinaire, Mark Kritzman, is using his proprietary turbulence and systemic risk indicators to calculate the internal systemic risk of total institutional portfolios. He says this analysis can deliver a powerful precursor to portfolio volatility in the future.

Amanda WhiteJuly 6, 2011