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

By:

Bhansali, Vineer

Material type: Text

TextDescription: xx, 251 pages : illustrations ; 23 cmISBN:

9780071791755 (hardback : alk. paper)
0071791752 (hardback : alk. paper)

Subject(s):

DDC classification:

332.645 23 Bh Ta

LOC classification:

HG6024.A3 B523 2014

Other classification:

BUS017000

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. "--

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	Bahrain BAS-ECN	Business Studies	332.645 Bh Ta (Browse shelf(Opens below))	Available		3000000309

Includes bibliographical references (pages 225-233) and index.

"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. "--

The online book link

https://www.amazon.com/TAIL-RISK-HEDGING-Creating-Portfolios/dp/0071791752/ref=sr_1_1?dchild=1&keywords=Tail+risk+hedging&qid=1627985439&s=books&sr=1-1

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