Αποτελέσματα Αναζήτησης
21 Οκτ 2024 · Cambria Tail Risk ETF seeks to mitigate downside market risk by purchasing a portfolio of "out of the money" put options on the S&P 500 Index, as well as U.S. Treasuries to potentially provide income. Why TAIL?
9 Μαρ 2021 · Several exchange-traded products claim to provide tail risk insurance or attempt to inverse the performance of indices. We compare several ETPs against a popular S&P 500 index ETF.
30 Ιουν 2022 · Tail risk hedge funds provide what Eurekahedge called "crisis alpha" and protection for institutional portfolios. Investors and academics alike have debated the controversies around the...
23 Σεπ 2021 · Abstract. We discuss the importance of using an alternative set of metrics for measuring the historical performance of tail risk hedging portfolios in particular, and for any strategy with levered payoffs in general.
26 Αυγ 2021 · Tail risk strategies can help provide investors with a means to mitigate potential downside risks, while also participating in rising markets. Investors may be wise to prepare for such risks, and can use QTR and XTR as efficient vehicles for implementing tail risk strategies.
7 Δεκ 2021 · Tail risk is a low probability market event with large impact and occurs more often than stipulated by conventional financial markets theory, as shown by the Coronavirus pandemic, the Financial Crisis in 2008, and the TMT bubble.
1 Ιουν 2020 · The Eurekahedge Tail Risk Hedge Fund Index was up 57% over this period, and a few tail risk hedge funds (including one advised by Taleb) delivered eye-popping returns over +1000%. The below chart compares the performance of tail risk hedge funds in Q1 to the S&P 500 and a US 60/40 portfolio.
