Vineer Bhansali

Gebundenes Buch

TAIL RISK HEDGING

Creating Robust Portfolios for Volatile Markets

Beschreibung

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.

Autor

VINEER BHANSALI, PH.D., is a managing director and portfolio manager in the Newport Beach office of PIMCO, where he oversees the company's quantitativeinvestment portfolios.

Produktdetails

• Verlag: McGraw-Hill Education - Europe
• Seitenzahl: 272
• Erscheinungstermin: 20. Januar 2014
• Englisch
• Abmessung: 235mm x 157mm x 19mm
• Gewicht: 548g
• ISBN-13: 9780071791755
• ISBN-10: 0071791752
• Artikelnr.: 37744103