Skulls, Financial Turbulence, and Risk Management

Mark Kritzman, Li Yuanzhen

Financial Analysts Journal · 2010 · 217 citations · 14 references

Concepts

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.

References

14