The edge case scenario is realistic, but too remote to come up in daily events. Arguably, how well you manage unlikely outcomes largely defines your skill in a profession. Lawyers call them “bad cases ...
Simplify Barrier Income ETF (SBAR) offers income via a low-duration Treasury sleeve and barrier put spread options on major ...
Tail-risk events — which are loosely defined as the probability of rare events taking place that could impact a portfolio of investments — are happening more frequently these days and need to be ...
This article proposes tail risk hedging (TRH) as an alternative model for managing risk in investment portfolios. The standard risk management approach involves a significant allocation to ...
The European Union’s Solvency II directive has required insurers to give even greater consideration to the capital they hold and the way in which they deploy it. In this sponsored feature, PIMCO ...
Cambria Tail Risk ETF seeks to mitigate significant downside market risk, and falls in the hedging instruments portfolio allocation bucket. TAIL's holdings consist of a 10-year treasury bond and a ...
One of the pillars of modern finance theory is the concept of risk premium, ie, that more risky investments should, in the long run, also be more profitable. If this was not the case, investors would ...
Three years ago, the largest U.S. pension fund made an unusual investment. It bought so-called tail-risk protection, a kind of insurance against financial catastrophe. In a market meltdown like the ...
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Bank research reports frequently refer to “tail risk” for investors, but it isn’t always clear what it means and what to do about it. Broadly speaking, a tail risk is an event with a small probability ...
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