Tail Risk Hedging: It Is an Asset Allocation Decision
Author:
Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-030-26692-9_6
Reference11 articles.
1. Asvanunt, A., L.N. Nielsen, and Daniel Villalon. 2015. Working Your Tail Off: Active Strategies Versus Direct Hedging. The Journal of Investing 24 (Summer): 134–146.
2. Bhansali, V. 2008. Tail Risk Management. The Journal of Portfolio Management 34: 68–75.
3. Bhansali,V., and J.M. Davis 2010a. Offensive Risk Management: Can Tail Risk Hedging Be Profitable. PIMCO White Paper
4. Bhansali, V., and J.M. Davis. 2010b. Offensive Risk Management II: The Case for Active Tail Hedging. The Journal of Portfolio Management 37: 78–91.
5. Ilmanen, A. 2012. Do Financial Markets Reward Buying or Selling Insurance and Lottery Tickets? Financial Analyst Journal 68: 26–36.
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