About this document
Tail Risk Protection Strategies Analysis by Berchades is a document available to read on EtoBox.
This document compares different strategies for protecting against tail risk in the US market. It defines tail risk as losses during periods of market distress or crisis. The strategies analyzed are: (1) long volatility, (2) low volatility equity, (3) trend following, and (4) equity exposure management. The strategies are evaluated based on their ability to reduce tail risk when markets fall over 5% while also considering the performance drag when markets are stable. Prior research found that tail risk hedg
- Author
- Berchades
- Language
- EN