Tail risk hedging: creating robust portfolios for volatile markets
Auteur :
Bhansali, Vineer
Éditeur :
McGraw-Hill Education - Europe
ISBN :
9780071791755
Date de publication :
16 févr. 2014
Dimensions :
23,6 x 16,3 x 2,5 cm
Poids :
460 g
Langue :
Anglais
Pays d'origine :
USA
Using empirical data and charts, this book explains the consequences of diversification failure in tail events and how to manage portfolios when this happens. It provides an easy-to-use, yet rigorous framework for protecting investment portfolios against tail risk and using tail hedging to play offense.