A Risk Index for Global Private Investors

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Type and Duration

internes Projekt, March 2016 until March 2019


Chair in Finance

Main Research

Wealth Management

Field of Research

Banking and Finance
Behavioural Finance


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).


Risk research, Risk management, Risk measure

Principal Investigator

Project Manager

Project Coordinator


  • 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).