Tail Risk Hedging: Creating Robust Portfolios For Volatile Markets
McGraw-Hill Education - Europe
£89.49
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
- By (Author):
- Vineer Bhansali
- Publisher:
- McGraw-Hill Education - Europe
- Publication Date:
- Feb 16, 2014
- Country of Publication:
- United States
- Language:
- Unknown
- Number of pages:
- 272 pages
- Binding:
- Hardback
- ISBN-10:
- 0071791752
- ISBN-13:
- 9780071791755