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What Risk Matters? A Call for Papers!

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  • Robert D. Arnott

Abstract

Academics say that the most important risk in an investment portfolio is some variation of standard deviation; moreover, much of the finance literature is devoted to arguing for or against individual metrics of risk. But multiple metrics of risk are necessary. In addition, while academics are focusing on quantitative measures of risk, practitioners "know" that the greatest peril they face is a qualitative measure, "maverick risk"-the risk of being wrong and alone. Both the topic of using multiple metrics of risk and the topic of maverick risk are clearly in need of greater exploration in the literature.

Suggested Citation

  • Robert D. Arnott, 2003. "What Risk Matters? A Call for Papers!," Financial Analysts Journal, Taylor & Francis Journals, vol. 59(3), pages 6-8, May.
    • Handle: RePEc:taf:ufajxx:v:59:y:2003:i:3:p:6-8
    DOI: 10.2469/faj.v59.n3.2525
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