Description

TITLE Tail Risk Hedging / edit. Andrew Rozanov, Ryan McRandal.
PUBLISHER/YEAR United Kingdom
Risk Books
2014
PHYSICAL DESCRIPTION 304 p.
ISBN 9781782720805
UDC NUMBER 336.71

Copies

Location Address Count Shelf Status
Tirgus operāciju pārvalde 15 1 336.71 On a shelf Available to order

Annotation


Since the global financial crisis, investors have been faced with the difficult question of how to generate returns in a more uncertain and volatile environment while controlling the potential downside. Traditional risk control methods such as diversification have been shown to have limits and as a result tail risk hedging has emerged as one possible answer, with several investment managers reporting the tail risk hedging business to be their fastest area of asset growth in the wake of the crisis. This is the first ever edited volume on tail risk hedging, which can serve as a primer and an authoritative guide for institutional investors. Edited by leading experts in the area Andrew Rozanov and Ryan McRandal, based at Permal and Peters Capital Group respectively, the book brings together a representative cross-section of views from practitioners who are active in the space. Chapters include: - An Introduction to Tail Risk Hedging - Strategic Tail Risk Management: a Pension Fund’s Perspective - An Asset Allocator’s Approach to Tail Risk Hedging - A Systematic Approach to Tail Risk Hedging

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