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Tail risk hedging : creating robust portfolios for volatile markets / Vineer Bhansali

By: Resource type: Ressourcentyp: BuchBookLanguage: English Publisher: New York, NY [u.a.] : McGraw-Hill Education, [2014]Copyright date: © 2014Description: xx, 251 Seiten : DiagrammeISBN:
  • 0071791760
  • 9780071791762
  • 9780071791755
  • 0071791752
Subject(s): Additional physical formats: 0071791760. | 9780071791762. DDC classification:
  • 332.64524
  • 332.64/524 23
  • BUS017000
RVK: RVK: QP 810LOC classification:
  • HG6024.A3
Summary: "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. "--Call number: Grundsignatur: 2018 A 2252PPN: PPN: 1637082053
Holdings
Item type Home library Call number Status Date due Barcode
Handbibliothek Fakultät für Wirtschaftswissenschaften 2018 A 2252 Checked out Ausleihe und Einsicht nicht möglich 10.08.2038 52299005090
Total holds: 0
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