Tail Risk Hedging: Creating Robust Portfolios for Volatile Markets by Vineer Bhansali

Tail Risk Hedging: Creating Robust Portfolios for Volatile Markets

Vineer Bhansali

251 pages missing pub info (editions)

nonfiction business economics informative medium-paced
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"TAIL RISKS" originate from the failure of mean reversion and the idealized bell curve of asset returns, which assumes that highly probable outcomes occur near the center of the curve and that unlikely occurrences, good and bad, happen rarely, if ...

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