Tail Risk Hedging: Creating Robust Portfolios For Volatile Markets

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.

• | By (Author): Vineer Bhansali
• | Publisher: McGraw-Hill Education - Europe
• | Publication Date: Feb 16, 2014
• | Country of Publication: United States
• | Number of Pages: 272 pages
• | Language: Unknown
• | Binding: Hardback
• | ISBN-10: 0071791752
• | ISBN-13: 9780071791755