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The Journal of Alternative Investments

The Journal of Alternative Investments

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Systemic Risk and Alternative Investments:
A Summary of Selections from the State of the Art

Mila Getmansky Sherman and Roger M. Stein
The Journal of Alternative Investments Spring 2016, 18 (4) 6-12; DOI: https://doi.org/10.3905/jai.2016.18.4.006
Mila Getmansky Sherman
is an associate professor of finance at the Isenberg School of Management at the University of Amherst in Amherst, MA.
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  • For correspondence: msherman@isenberg.umass.edu
Roger M. Stein
is a senior lecturer in finance at the MIT Sloan School of Management in Cambridge, MA.
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  • For correspondence: steinr@mit.edu
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Abstract

Alternative investments, by definition, are chosen by investors to be relatively less correlated with broad market factors. However, recent events have demonstrated that during periods of extreme market dislocation, even alternative assets may be affected by market dysfunction. In this survey, which serves as an introduction to this Special Issue, the editors summarize a number of articles from some of the leading researchers currently studying systemic risk to provide readers with a sampling of some of the contours of the landscape of this important field. Although far from comprehensive, the perspectives of these articles give a sense of the wide range of issues involved in measuring systemic risk and the corresponding diversity of methods for understanding them—often bringing together experts and methods from outside of traditional finance. Importantly, there is no consensus regarding a single measure or method for understanding systemic risk. In general, most researchers in both academia and the industry favor using a number of approaches, depending on the questions being explored; thus it benefits readers to get a broad view of the various emerging approaches. While the editors have tried to provide one such view, they note that the snapshot these articles present is not intended as a primer on systemic risk. Rather, they provide an enticing in vivo sampling of where this dynamic and expanding field is and where it appears to be headed.

TOPICS: Real assets/alternative investments/private equity, financial crises and financial market history, statistical methods

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The Journal of Alternative Investments: 18 (4)
The Journal of Alternative Investments
Vol. 18, Issue 4
Spring 2016
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Systemic Risk and Alternative Investments:
A Summary of Selections from the State of the Art
Mila Getmansky Sherman, Roger M. Stein
The Journal of Alternative Investments Mar 2016, 18 (4) 6-12; DOI: 10.3905/jai.2016.18.4.006

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Systemic Risk and Alternative Investments:
A Summary of Selections from the State of the Art
Mila Getmansky Sherman, Roger M. Stein
The Journal of Alternative Investments Mar 2016, 18 (4) 6-12; DOI: 10.3905/jai.2016.18.4.006
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