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A Risk Index for Global Private Investors

March 2016 until March 2019 (completed) Internal Project

Project Description

In this project, we construct a series of risk indices for global private investors (a global, european, north american and asian version). These risk indices will reflect the overall risk of typical multi-asset class portfolios of global private investors. They will be based on a modification of the financial turbulence measure of Kritzman and Li (2010).

Keywords

Risk research Risk management Risk measure

Participating Institutions

Chair in Finance / Project Lead

Project Participants

Employee

Assoz. Prof. Dr. Sebastian Stöckl

- Principal Investigator

Associate Professor - Financial Economics Academic Director - Liechtenstein Undergraduate and Graduate School Official Representative AACSB - University of Liechtenstein

Principal Investigator

Employee

Prof. Dr. Martin Angerer

- Project Manager

Professor - Innovative and Digital Finance Academic Director MSc IF - Liechtenstein Business School

Project Manager

Employee

Prof. Dr. Michael Hanke

- Project Coordinator

Dean - Liechtenstein Business School Professor - Finance

Project Coordinator

Publications

Stöckl, S., Hanke, M., & Angerer, M. (2013). PRIX - A Risk Index for Global Private Investors. Presented at the 20th Forecasting Financial Markets 2013, Hannover (Germany).
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