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Tail Risk Hedging
Discipline: Quantitative Analysis, Operational Risk
No of pages: 304
First published:
ISBN: 9781782720805
Tail Risk Hedging is essential reading for investors who want to improve their understanding of this investment strategy and its role and place in institutional portfolios in order to choose successful asset allocation, portfolio construction and hedging strategies.
Contents
An Introduction to Tail Risk Hedging
Tail Risk Hedging: An Investment Consultant’s Perspective
Strategic Tail Risk Management: A Pension Fund’s Perspective
An Asset Allocator’s Approach to Tail Risk Hedging
Dealing with Wrong-Way Risk: A University Endowment’s Perspective
A Multi-Strategy Approach to Tail Risk Hedging
A Discretionary Approach to Tail Risk Hedging
Insuring Against Hidden Financial Catastrophe Risk
Benchmarking Convexity: Towards a Holistic Approach
Using Equity Options and Volatility to Manage Tail Risk
A Systematic Approach to Tail Risk Hedging
Tail Risk Hedging Using Convertibles
Sourcing Convexity in Asian Markets