Tail risk hedging : creating robust portfolios for volatile markets

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Tác giả: Vineer Bhansali

Ngôn ngữ: eng

ISBN-10: 0071791752

ISBN-13: 978-0071791755

Ký hiệu phân loại: 332.64524 Investment

Thông tin xuất bản: New York : McGraw-Hill, 2014

Mô tả vật lý: xx, 251 pages : , illustrations ; , 23 cm

Bộ sưu tập: Xã hội, kinh tế, luật

ID: 154318

"The proven advice and tools you need to protect your portfolio from the next financial catastropheIn the very first book on the subject of tail risk hedging, Bhansali reveals strategies investors can use to protect themselves from potentially catastrophic events. The most important development in risk management is managing for "tail risks", or the risks posed by rare events that can have outsized impact on portfolios. Tail risk derives its name from the classic bell curves used to illustrate market outcomes. The most likely outcomes occur near the center of the curve, whereas the least likely incomes occur at either "tail" of the curve. Protecting investment portfolios against severe losses has become a priority in the wake of the global financial crisis. This guide provides actionable steps investors can take to hedge their portfolios against these tail risks.Vineer Bhansali, Ph.D., is a managing director and portfolio manager in the Newport Beach office of PIMCO, where he oversees the company's quantitative investment portfolios. "-- Provided by publisher.
Includes bibliographical references (pages 225-233) and index.
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