Tag:
Tail Risk
Latest Headlines
Latest Headlines
Volcker Rule crimps tail-risk hedges
In the wake of the financial crisis, tail-risk protection has been more important for portfolio managers, who often use long-term options for this purpose.
Tail-risk protection costs soar
Institutional investors are making their voices heard when it comes to the Volcker Rule.
The rise of fat tail funds
The financial crisis has given rise to a lot of talk about fat tail risk, which might be seen as events with a probability of occurring at least three sigmas away from the average. A crop of hedge
