Investor Risk Perceptions and Investments: Recent Developments

Marcus Schulmerich, Yves-Michel Leporcher and Ching-Hwa Eu
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Marcus Schulmerich: State Street Global Advisors (SSgA)
Yves-Michel Leporcher: Crédit Agricole
Ching-Hwa Eu: Deutsche Bank

Chapter 6 in Applied Asset and Risk Management, 2015, pp 415-462 from Springer

Abstract: Abstract This chapter deals with the reaction of the investors to the recent crises and answers the question how they have changed their way of measuring and managing risk. Today, investors pay much more attention to tail risk management, and central banks put a stronger focus on drawdown risk. The key results which are based on surveys and field studies are presented broken down by EMEA regions and investor types, i.e., institutional investors, retail investors, sovereign wealth funds and central banks.

Keywords: Central Bank; Tracking Error; Risk Measure; Institutional Investor; Hedge Fund (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:spr:mgmchp:978-3-642-55444-5_6

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DOI: 10.1007/978-3-642-55444-5_6

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