Αποτελέσματα Αναζήτησης
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...
2 ημέρες πριν · 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.
1 Ιουλ 2020 · Tail-risk hedging funds are designed to profit from rare episodes like the global financial crisis or March’s Covid Crash. They took off in 2008 as they generated profits even as stock and...
8 Ιουλ 2020 · In this paper we summarize many of AQR’s key findings over the years on risk-mitigating strategies and try to offer a balanced overview of the strengths and weaknesses of direct and indirect tail hedging strategies.
We show that, during the recent global financial crisis, all the different hedge fund strategies are contributing to the tail risk of the portfolio of hedge funds, mostly because of the hedge fund strategies’ exposure to liquidity and credit risk.
16 Μαΐ 2024 · Tail risk is the probability of an extreme outcome from a rare event. Here we'll look at what it is, how it affects portfolios, and hedging strategies for it.
