60%(5)60% нашли этот документ полезным (5 голосов)
1K просмотров25 страниц
Tail risk is typically defined as low-probability 'extreme' moves in asset values. Tail risk events happen 5.2% of the time since 1985 Realized losses can be much larger than expected. There is no unique tail risk hedge for all strategies and portfolios.
Tail risk is typically defined as low-probability 'extreme' moves in asset values. Tail risk events happen 5.2% of the time since 1985 Realized losses can be much larger than expected. There…